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Wiktionary
hold that thought

alt. 1 (context idiomatic English) To pause in a conversation for an interruption. 2 (context idiomatic in imperative form English) Used to acknowledge that one's attention needs to be diverted from what a speaker was saying vb. 1 (context idiomatic English) To pause in a conversation for an interruption. 2 (context idiomatic in imperative form English) Used to acknowledge that one's attention needs to be diverted from what a speaker was saying

Usage examples of "hold that thought".

I had to think of something that made me angry a long time ago, and then hold that thought for hours.

He knew he had to hold that thought and his sanity no matter what the surging waves of emotion from Fanny Mae did to him.