The Finnish Security and Intelligence Service (Supo) said it believes that Russia may be trying to recruit asylum seekers as informers.
Starting in August, about 1,300 asylum seekers came to Finland via its eastern border with Russia, and Supo suspects that Russia may have targeted some of these individuals.
"The person may be persuaded to cooperate by various means, such as pressuring them or coercing their cooperation as a condition for leaving the country, or by promising them financial benefits, for example," Supo said in a statement.
The agency further noted that it is common practice for Russian intelligence operatives to try to recruit potential agents, but declined to comment any further on the matter due to national security concerns.
Supo's statement also emphasised that it did not believe that the potential recruiting of asylum seekers as informers was happening on a large-scale basis.
Not a big scheme
However, Supo emphasised that there was no evidence of a large-scale recruitment operation.
A group of recently arrived Syrian asylum seekers told Yle on Sunday that there were between 2,000 and 3,000 migrants waiting in Russia for Finland to re-open its eastern border.
The Finnish Border Guard said that while this information is unreliable, it is prepared to deal with a large number of such arrivals at the nation's borders.
Finnish authorities launched a large-scale investigation last week into 1,000 asylum seekers suspected of committing border offences when they entered the country. Investigators also want to know whether some of the new arrivals have criminal backgrounds, if they are members of criminal organisations, or if they were soldiers posing as civilians.
Supo said it will be actively involved in screening out individuals who could potentially pose a threat to national security.
"Asylum seekers may always include people with motives other than the need for asylum. Identifying such people is part of the security authorities' professional skills," Supo said.
An interior ministry statement noted the asylum seekers in question are "third-country nationals and most of them used Russia for short-term transit. They are of many different nationalities, including Syrian, Somali, Yemeni and Iraqi."