Police were called to the store Thursday after a security guard on the lookout of shoplifters searched the 17-year-old girls, discovered a strong odor coming from one of their bags and found the fetus.
The girls were arrested on charges of petit larceny and criminal possession of stolen property, police said. The teenager thought to have given birth was hospitalized, and the other was questioned by police.
One of the girls told detectives she was carrying the remains because she had delivered a day earlier and didn't know what to do, authorities said. It wasn't clear whether the fetus was alive or dead when delivered, or how far along the girl was in her pregnancy.
The medical examiner's office was performing an autopsy on the remains, and more charges could follow depending on the results.
A person who answered the phone at the home of the girl believed to have given birth had no comment. No phone number was available at the address provided by police for the second teenager.