Direct numerical simulations (DNS) are one of the main ab initio tools to study turbulent flows. However, due to their considerable computational cost, DNS are primarily restricted to canonical flows at moderate Reynolds numbers, in which turbulence is isolated from the realistic, large-scale flow dynamics. In contrast, lower fidelity techniques, such as large eddy simulations (LES), are employed for modeling real-life systems. Such approaches rely on closure models that make multiple assumptions, including turbulent equilibrium, small-scale universality, etc., which require prior knowledge of the flow and can be violated. We propose a method, which couples a lower-fidelity, unresolved, time-dependent calculation of an entire system (LES) with an embedded small eddy simulation (SES) that provides a high-fidelity, fully resolved solution in a sub-region of interest of the LES. Such coupling is achieved by continuous replacement of the large SES scales with a low-pass filtered LES velocity field. The method is formulated in physical space, with no assumptions of equilibrium, small-scale structure, and boundary conditions. A priori tests of both steady and unsteady homogeneous, isotropic turbulences are used to demonstrate the method's accuracy in recovering turbulence properties, including spectra, probability density functions of the intermittent quantities, and sub-grid dissipation. Finally, SES is compared with two alternative approaches: one embedding a high-resolution region through static mesh refinement and a generalization of the traditional volumetric spectral forcing. Unlike these methods, SES is shown to achieve DNS-level accuracy at a fraction of the cost of the full DNS, thus opening the possibility to study high-Re flows.