It is a species of citrus grown around the Mediterranean and South Asia, where they come from.
These small "lemons" are the fruit of lime (Citrus aurantifolia) which takes its name from the fact that its leaves resemble those of the orange tree. It belongs to the family Rutaceae.
There are many varieties of cultivated citrus and many possible crosses. Also it is not always possible when one is not a specialist in citrus to determine what species or variety it is.