The girls were at a Victoria's Secret when cops saw them trying to steal underwear.
As the girls were being searched police and security guards noticed a strong, foul odor.
That led to the discovery of what investigators think is a "nearly full-term" human fetus wrapped in a plastic bag.
The New York Daily News reports one of the 17 year old girls, Tiona Rodriguez told cops she had suffered a miscarriage the day before. The paper also found a post on Rodriguez Facebook page from Wednesday that said "these Cramps, SON."
Rodriguez claimed she didn’t know what to do with the remains.
An autopsy is being carried out to try and determine if the fetus was in fact miscarried or was alive at birth.
Both girls have petit larceny and criminal possession of stolen property charges to deal with and cops are busy searching their homes for other evidence.