The bodies of two 17-year-old boys were discovered at the bottom of cliffs in Huntcliff at around 7pm on Friday (25 March).
Cleveland Police said: "Inquiries are ongoing to establish the circumstances of exactly what happened."
Specialist officers are supporting the families of the boys, whose identities have not yet been revealed.
The coast guard attended the scene of the incident to help with police enquiries.
Police are appealing for eyewitnesses who were in the Huntcliff area at the time of the incident to contact Det Sgt Paul Hodgson on the non-emergency number 101.
On Friday, rescue teams pulled a 58-year-old female from the sea near Saltburn pier, also on Friday.