Stephen Hull, head of Sowerby Bridge high school, near Halifax, said he was appalled at the decision to send Fatbardh and Fatbardha Islami back to the Balkans.
The 16-year-old twins came to Britain with their family in 1999 as refugees from the Kosovan conflict.
Immigration officials and police took the family away last Wednesday in a morning raid witnessed by classmates of their two younger siblings who have also now been deported.
It took place at the family's Halifax home, directly opposite Ling Bob junior and infant school, where Endrik, five, and Ukshin, 11, had been pupils.
Rosemary Solan, headteacher at Ling Bob, said their departure had shocked her pupils and staff.
It had been expected that the family, identified during the conflict as vulnerable by the United Nations Commission for Refugees, would return to Kosovo eventually, but Mr Hull objected to the timing and manner of the deportation.
"We explained the situation to the Home Office," said Mr Hull. "It knew how old the twins were and that they were only eight weeks away from taking their exams. These young people could have gone back to Kosovo later in the year with British exam results and certificates that would have set them up for their future lives.
"They were absolutely delightful students and a great family, yet they are whisked away like criminals early in the morning. The message it sends out about asylum-seekers doesn't bear thinking about."
The Islami family, Muslim ethnic Albanians, also included the children's parents, their 82-year-old grandmother and a three-year-old who was born in Yorkshire.
The Home Office said: "We have to enforce immigration law but we would always do that with the utmost respect and consideration of the people we are dealing with."
Bristol refugees, 10