David Healy and Kyle Lafferty headed goals as Northern Ireland celebrated a morale-boosting win in Helsinki.
Mikael Forssell is challenged by Stephen Craigan and Aaron Hughes
Leeds striker Healy, skipper on the night he celebrated his 50th cap, got the opener at the far post from a Sammy Clingan corner in the 34th minute.
It was Healy's 20th goal for Northern Ireland and was followed by 18-year-old substitute Lafferty getting his first from a Steve Jones cross.
Mika Vayrynen pulled one back for Finland with a 74th-minute shot.
It was Northern Ireland's first away win for over two years and should boost confidence ahead of the Euro 2008 qualifying campaign which starts against Iceland at Windsor Park on 2 September.
Northern Ireland almost took the lead in their first attack after 14 minutes.
James Quinn chested the ball down to Healy and he whipped in a shot that was deflected wide of the post.
Then Healy missed his kick from close range two minutes later after good work from Keith Gillespie and Stuart Elliott.
Healy had better luck when he opened the scoring with an alert header.
Finland were rattled and pushed forward in the 36th minute through Mikael Forssell, but Aaron Hughes stayed focused at the back to clear the ball to safety.
Northern Ireland boss Lawrie Sanchez used all six substitutes in the second half, including Lafferty who was winning his third cap.
Lafferty extended Northern Ireland's lead in the 64th minute when he headed in following a cross from Burnley team-mate Jones on the right.
The small band of travelling fans could hardly believe what was unfolding before their eyes given the team's lack of scoring prowess in recent years.
However they knew they could not take things easy as Finland looked dangerous on the counter.
Vayrynen's strike gave Finland hope but Northern Ireland kept their noses in front.
Finland: Jaaskelainen, Pasanen, Hyypia, Tihinen, Nurmela, Forssell, Kolkka, Ilola, Riihilahti, Kallio, Eremenko.
Subs:Kaven, Vayrynen, Pasoja, Kuivasto, Kopteff, Kuqi, Johansson, Porokara, Sjolund, Lagerblom, Wiss, Kononen.
Northern Ireland: Taylor, Baird, Hughes, Craigan, Capaldi, Gillespie, Clingan, McCann, Elliott, Healy, Quinn.
Subs:Carroll, Duff, Sproule, Jones, Feeney, Lafferty.
Referee: Michael Svendsen (Denmark)