A marine biologist at the Baja California peninsula in Mexico is shown in this photo from Facebook with what's believed to be the first documented case of conjoined grey whales. The twin calves were likely miscarried. (Facebook)

The discovery of the remains of conjoined grey whales at a lagoon in Mexico tells a sad tale, say local researchers who believe the underdeveloped twins were miscarried by a mother who may have died soon after the birth.

The carcass of the conjoined grey whales — reportedly the first discovery of this kind and measuring only about two metres long — was located by marine biologists working in Mexico's Laguna Ojo de Liebre, which opens to the Pacific Ocean. Normally developed calves would typically emerge at three to five metres long.

The calves were joined at the waist and both had full heads as well as tail fins, according to Agence France-Presse.

Fully grown grey whales can grow to a length of about 14.9 metres.

Hundreds of grey whales migrate every year during the winter to breeding grounds in Baja California, Mexico, where waters are warmer.

Although conjoined whales of other species such as minke whales have been documented before, this is the first reported case of conjoined grey whales.

The remains were collected for further study.