At least three people have been killed at a farm in the country's southwest, according to Finnish media.
National broadcaster Yle said police had confirmed there were several dead in the shooting that took place at around noon in the small town of Mayry, and that the gunman seemed to be one of the dead.
According to the broadcaster, police are expected to make a statement about the incident later Saturday.
It was not immediately clear if others were injured in the shooting, local police were not immediately available for comment.
All victims are believed to be adults.