Two newborn girls were drowned in a pond by their parents in an Uttar Pradesh village, with the father claiming that they killed the 20-day-old twins as they could not bear their expenses.

Waseem, a daily wager, and his wife Nazma were arrested on Sunday for killing Afrin and Afiya at Bhikki village here, Station House Officer (SHO) Ajay Kumar said.

"Our financial condition is very weak. We could not have borne the expenses for our two daughters," Waseem, who has a seven-year-old son, told police.

The couple had an argument on Saturday night following which the newborns were thrown by them in the pond near their house, the SHO said, adding that the twins drowned.

The father lodged a missing complaint on Sunday morning, but during investigation it was found that the twins had been killed, Kumar said.

Waseem, in the complaint, said when he woke up this morning, he found his daughters missing, the officer said.

The parents have been booked under Indian Penal Code sections 302 (murder) and 201 (causing the disappearance of evidence of the offence, or giving false information to screen offender), Kumar said.

The bodies were recovered and sent for postmortem, he said.

"The parents have confessed to killing their daughters," Kumar said.

Residents of the village said Waseem was angry over the birth of two girls and frequently fought with his wife over it.