lost in thought
Fully and deeply engrossed in a thought or idea, often to such a degree as to be unaware of or insensitive to the outside world. It's no use trying to talk to Helen when she's lost in thought like that; it's as if we don't even exist!
lost in thought
Concentrating on or pondering over something. For example, Gwen didn't hear a word you said; she was lost in thought.