The formation of temporal dissipative Kerr solitons in microresonators driven by a continuous-wave laser enables the generation of coherent, broadband, and spectrally smooth optical frequency combs as well as femtosecond pulse sources with compact form factors. Here we report the observation of a Raman-induced soliton self-frequency shift for a microresonator dissipative Kerr soliton also referred to as the frequency-locked Raman soliton. In amorphous silicon nitride microresonator-based single soliton states the Raman effect manifests itself by a spectrum that is sech(2) in shape and whose center is spectrally redshifted from the continuous wave pump laser. The shift is theoretically described by the first-order shock term of the material's Raman response, and we infer a Raman shock time of similar to 20 fs for amorphous silicon nitride. Moreover, we observe that the Raman-induced frequency shift can lead to a cancellation or overcompensation of the soliton recoil caused by the formation of a coherent dispersive wave. The observations are in agreement with numerical simulations based on the Lugiato-Lefever equation with a Raman shock term. Our results contribute to the understanding of Kerr frequency combs in the soliton regime, enable one to substantially improve the accuracy of modeling, and are relevant to the understanding of the fundamental timing jitter of microresonator solitons.