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We explore intrinsic thermal noise in soliton microcombs, revealing thermodynamic correlations induced by nonlinearity and group-velocity dispersion. A suitable dispersion design gives rise to control over thermal-noise transduction from the environment to a soliton microcomb. We present simulations with the Lugiato-Lefever equation (LLE), including temperature as a stochastic variable. By systematically tuning the dispersion, we suppress repetition-rate frequency fluctuations by up to 50 decibels for different LLE soliton solutions. In an experiment, we observe a measurement-system-limited 15-decibel reduction in the repetition-rate phase noise for various settings of the pump-laser frequency, and our measurements agree with a thermal-noise model. Finally, we compare two octave-spanning soliton microcombs with similar optical spectra and offset frequencies, but with designed differences in dispersion. Remarkably, their thermal-noise-limited carrier-envelope-offset frequency linewidths are 1 MHz and 100 Hz, which demonstrates an unprecedented potential to mitigate thermal noise. Our results guide future soliton-microcomb design for low-noise applications, and, more generally, they illuminate emergent properties of nonlinear, multi-mode optical systems subject to intrinsic fluctuations.