Finland's Border Guard said it suspected that a Russian aircraft entered Finnish airspace on Wednesday morning.
The airspace incursion reportedly lasted around two minutes over the Gulf of Finland, nearby the southern coastal city of Porvoo, which is about 50 km east of Finland's capital Helsinki.
"The aircraft was headed west and was within about one kilometre of Finnish airspace," said Kristian Vakkuri, senior advisor at Finland's Ministry of Defence.
The ministry said on Wednesday afternoon that it would not comment on what type of aircraft was involved in the incident.
Wednesday's incident marked the second time this year a foreign aircraft violated Finnish airspace.
In April, Portugal's Air Force confirmed that one of its surveillance aircraft had inadvertently entered Finland's airspace. That incident took place above the Upinniemi peninsula in Kirkkonummi, on Finland's southern coast.
Portugal said the maritime aircraft, a Lockheed P-3C CUP+, had been on a Nato-led Assurance Measures operation over the Baltic Sea between Finland and Estonia.