Whale bones unearthed at Roman ruins suggest the animals were hunted by humans as long as 2,000 years ago.
Genetic fingerprinting evidence points to the presence of right and grey whales in the Mediterranean Sea, where they may have been targeted by Roman fishing fleets.
Until now, the Basque people were thought to be the first commercial whalers from the 11th Century onwards.
However, the new discovery suggests whales were exploited long before then.
Researchers identified right and grey whales from bones at Roman sites in the Strait of Gibraltar area using genetic fingerprinting.
The Strait of Gibraltar is the entry point into the Mediterranean Sea from the Atlantic Ocean.
The whales may have entered the Mediterranean Sea to give birth, roaming far from what was thought to be their historical range.
"This is the first identification of these two species within that basin," said Dr Camilla Speller of the University of York, one of a team of UK and French scientists that analysed the bones.
What fish was on the menu in Roman times?
The Gibraltar region was the centre of a massive fish-processing industry in Roman times. Products such as salted fish were exported to faraway parts of the Roman Empire.
The ruins of hundreds of factories with large salting tanks can still be seen today in the region.
If the Romans were exploiting fish such as tuna, they might also have been catching whales with boats and hand-held harpoons to supply whale products such as meat and fat.
Was there a forgotten Roman whaling industry?
The presence of large whales along the shores of the Roman Empire suggests that the Romans would have had access to grey and right whales.
These would have been easier to hunt than faster-moving sperm or fin whales, which are commonly found in the Mediterranean Sea.
However, it is not yet known the extent to which Romans were actively hunting whales or whether a Roman whaling industry existed at all.
People have been harvesting whales for thousands of years around the world in indigenous cultures, but the Basques were thought to be the first to pursue whales for economic gain on an industrial scale.
"I guess that's the key question - whether the Romans were actually starting to do this before or whether the Basques were the first industrial whalers," said Dr Speller.
What does this tell us about the whales themselves?
The North Atlantic right whale has been driven to near extinction after centuries of whaling, while the grey whale has completely disappeared from the North Atlantic and is now restricted to the North Pacific.
The ancient whale bones give an important insight into the ecology of the animals, including their historic range and where they used to calve.
Analysis suggests right whales and grey whales could be found in the Gibraltar region at least up to the late Roman period.
"It seems incredible that we could have lost and then forgotten two large whale species in a region as well-studied as the Mediterranean," said Dr Ana Rodrigues, researcher at the French National Centre for Scientific Research. "Makes one wonder what else have we forgotten."
The findings are published in the Proceedings of the Royal Society of London B- Biological Sciences.
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