Animal rights groups on Wednesday said gunfire killed a beluga whale that rose to fame in Norway after its unusual harness sparked suspicions the creature was trained by Russia as a spy.

The organisations NOAH and One Whale said they had filed a complaint with Norwegian police asking them to open a "criminal investigation".

Nicknamed "Hvaldimir" in a pun on the Norwegian word for whale, hval, and its purported ties to Moscow, the white beluga first appeared off the coast in Norway's far-northern Finnmark region in 2019.

He was found dead on Saturday in a bay Norway's southwestern coast.

His body was transported on Monday to a local branch of the Norwegian Veterinary Institute for autopsy.

The report is expected "within three weeks", a spokeswoman for the institute said.

"He had multiple bullet wounds around his body," the head of One Whale, Regina Crosby Haug who said she viewed Hvaldimir's body on Monday, told AFP.