It’s not clear when the feature first started rolling out, but it’s available by default for some people, and requires toggling a feature flag for others. It can be accessed from Settings > Privacy and Security > Ask to Open Links from Other Apps in Incognito. If you don’t see it there, go to chrome://flags in the mobile browser, search for “3p-intents-in-incognito,” and set the dropdown menu to “Enabled.” You’ll have to completely close Chrome (swipe it away in the recents view) and re-open it.
After turning this on, opening a link from an external app in Chrome will prompt the browser to ask you if you want to open that link in a new Incognito window or if you’d rather just use Chrome’s standard mode.
If you choose incognito, all the usual protections apply — Chrome won’t save your history, cookies, or other info, and you won’t be able to access cookies or logged accounts on your browser from incognito mode. This feature is useful to handle links found in social media and instant messaging apps. If you want to open something, you can now do so on an isolated instance and not have it save cookies or an entry in your browser history, or access stuff in your browser. Likewise, it can also be a useful feature for iPads, where you don’t have proper multi-user capabilities.
This feature is not available on Android just yet, although we might see it there very soon as well.
Source: 9to5Google