A large number of Ultra-Diffuse Galaxies (UDGs) has been detected over the past few years, both in clusters and in isolation. UDGs have stellar masses typical of dwarf galaxies but effective radii of Milky Way-sized objects, and their origin remains puzzling. Using hydrodynamical zoom-in simulations from the NIHAO project we show that UDGs form naturally in dwarf-mass haloes, as a result of episodic gas outflows associated with star formation. The simulated UDGs live in isolated haloes of masses 10^{10-11}M_⊙, have stellar masses of 10^{7-8.5}M_⊙, effective radii larger than 1 kpc and dark matter cores. Remarkably, they have a non-negligible HI gas mass of 10^{7-9}M_⊙, which correlates with the extent of the galaxy. Gas availability is crucial to the internal processes that form UDGs: feedback driven gas outflows, and subsequent dark matter and stellar expansion, are the key to reproduce faint, yet unusually extended, galaxies. This scenario implies that UDGs represent a dwarf population of low surface brightness galaxies and that they should exist in the field. Several predictions and comparisons with stat-of-the-art observational data will be presented. Amongst other, we will show that the largest isolated UDGs sistematically contain more HI gas than less extended dwarfs of similar \mstar, corroborating our proposed formation scenario.