- They're from another dimension called ultra space.
- Three of the ultra beasts strongly resemble some of the characters. Nihilego, Pheromosa, and Xurkitree respectively resemble Lillie, Lusamine, and Guzma. There is significant evidence to suggest this is intentional, which I can bring up if requested.
- The other ultra beasts don't seem resemble any known characters, but are still vaguely humanoid.
- Solgaleo, Lunala, and Necrozma have some connection with ultra beasts, but it's unclear if they actually are ultra beasts themselves. Some characters surmise that they are ultra beasts but it's never made definitive. Evidence they are ultra beasts: They can go into ultra space, and their base stats are all prime numbers (like the ultra beasts). Evidence they're not: They're not humanoid like the ultra beasts, they don't have the energy aura of ultra beasts (so aether foundation doesn't detect them as ultra beasts and they don't have the ability beast boost), and they have higher base stat totals than the ultra beasts.
- Some ultra beasts existed long in the past, but Nihilego, Pheromosa, and Xurkitree are based on modern people. This suggests that these ultra beasts were born or created recently.
- Solgaleo and Lunala are able to manipulate ultra space (can make their own wormholes). But ultra beasts are known to not be able to manipulate ultra space (can't make their own wormholes). It's said that after they fall to earth, they chase after humans who have been to ultra space because they hope it will lead them back home. So we know they're trying (and failing) to go back home, showing they can't just make their own wormholes.
- Solgaleo, Lunala, and Necrozma are all partially psychic type.