European Commission President Ursula von der Leyen held talks in Helsinki on Friday with Prime Minister Sanna Marin (SDP).
The two met at the prime minister's residence to discuss issues including the security situation in Europe. Speaking briefly to reporters outside afterwards, they stressed the importance of maintaining a dialogue amid rising tensions over Ukraine.
"First and foremost Russia needs to de-escalate," Marin said.
Von der Leyen confirmed that the EU is coordinating a response to letters sent by Russian Foreign Minister Sergei Lavrov this week. In the letters, Russia reiterated its previous security demands.
On Wednesday, Swedish Foreign Minister Ann Linde said that her country would co-ordinate its response with Finland. The two countries are among a half-dozen EU states that are not members of Nato.
Lavrov's letter stipulates that it expects direct answers from each country “and not within any bloc or in the name thereof".
Von der Leyen said that Finland can count on EU solidarity, adding that the challenge posed by Russia to European security concerns all EU countries.
2 presidents meet, unlike last visit
Unlike on von der Leyen's last visit in October, this time she also met with President Sauli Niinistö.
Many key figures have recently been in contact with Niinistö, one of few western leaders to maintain a close dialogue with Russian President Vladimir Putin, mostly recently in a phone call on 21 January.
Under the Finnish constitution, EU affairs are handled by the cabinet while the president oversees general foreign policy.