We perform a lattice study of double parton distributions in the pion, using the relationship between their Mellin moments and pion matrix elements of two local currents. A good statistical signal is obtained for almost all relevant Wick contractions. We investigate correlations in the spatial distribution of two partons in the pion, as well as correlations involving the parton polarisation. The patterns we observe depend significantly on the quark mass. We investigate the assumption that double parton distributions approximately factorise into a convolution of single parton distributions.