Creating an Eloquent Object with relation included

You may try something like the following. At first save the parent model like this:

$user = new \App\User;
$user->first_name = $request->input('first_name');
// ...

$user->save();

Then create and save the related model using something like this:

$profile = new \App\Profile(['mobile_no' => $request->input('mobile')]);
$user->profile()->save($profile);

Also make sure you have created the profile method in User model:

public function profile()
{
    return $this->hasOne('App\Profile');
}

I thought i'd update this answer and make it applicable to Laravel 5 onwards. I'll use @The Alpha answer as a basis.

$profile = new \App\Profile(['mobile_no' => $request->input('mobile')]);
$user->profile()->associate($profile); // You can no longer call 'save' here
$user->profile()->save();

The reason for this is you can no longer call save on the belongsTo relation (or any other), this now returns an instance of Illuminate\Database\Query\Builder.