A Danish helicopter is suspected of violating Finnish airspace late on Wednesday.
The craft is claimed to have briefly entered Finnish skies close to the southwest town of Hanko.
“What exactly they were doing there, we don’t yet know,” a spokesman for Finland’s defence ministry said.
The same area is currently hosting NATO’s international Baltops 2016 military exercises, with forces from Finland, Sweden, the USA, the Netherlands, Italy, Great Britain and Germany taking part. Denmark is not participating in the Finnish stage of the drill.
Finland’s border guard has begun an investigation into the incident, the spokesman said.
The violation comes after Russian craft have been accused of repeatedly breaching Finnish airspace above the Baltic Sea. On Monday this week Russian foreign minister Sergei Lavrov expressed disapproval of Nato’s activities in the Baltic at a meeting with his Finnish counterpart, Timo Soini, in Moscow.