The animal was first spotted off the coast of Norway by fisherman last week and has since stayed close to Hammerfest’s port, according to CNN.
Fishermen who first saw the animal noted that it had a harness, stamped with the words “Equipment St Petersburg“.
The words and the fact that the harness has slots for cameras stoked speculation that the whale had been trained by the Russian state.
“[The Russian navy has] been known to train belugas to conduct military operations before, like guarding naval bases, helping divers, finding lost equipment,” Jorgen Ree Wiig, a marine biologist at Norway’s Directorate of Fisheries, told the news channel.
But instead of carrying out military missions, videos posted on social media showed the whale performing tricks for curious locals.
The animal, which appears to have been trained, has also allowed people to pet it and is unusually comfortable with humans being nearby.
Although speculation about its origins is rife, Norweigian police are yet to confirm where the mammal came from.
There are also concerns about its health.
“We know whales released from an aquarium can find it difficult to adapt to life in the wild.”
Mr Ree Wiig told the broadcaster that the fisheries directorate would keep track of the mammal. “He is now our responsibility,” he said.