Add an admin page, but don’t show it on the admin menu

Use a submenu page as parent slug. The admin menu has just two levels, so the imaginary third level will be hidden.

Sample code, tested:

add_action( 'admin_menu', 'wpse_73622_register_hidden_page' );

function wpse_73622_register_hidden_page()
{
    add_submenu_page(
        'options-writing.php',
        'Hidden!',
        'Hidden!',
        'exists',
        'wpse_73622',
        'wpse_73622_render_hidden_page'
    );
    # /wp-admin/admin.php?page=wpse_73622
}

function wpse_73622_render_hidden_page()
{
    echo '<p>hello world</p>';
}