A new approach to gene finding is introduced called the "Conserved Exon Method" (CEM). It is based on the idea of looking for conserved protein sequences by comparing pairs of DNA sequences, identifying putative exon pairs based on conserved regions and splice junction signals then chaining pairs of putative exons together. It simultaneously predicts gene structures in both human and mouse genomic sequences (or in other pairs of sequences at the appropriate evolutionary distance). Experimental results indicate the potential usefulness of this approach.