According to the report, the police had requested and received location information on Nokia phones.
The alleged activity, according to the report, had been going on before the introduction of Lumia phones in 2011.
"One cannot help but think hopefully this did not happen," said Paatero, adding that police should not perpetrate illegal activities.
According to the police chief, the National Police Board will prepare a report on the issue and will also be in touch with Nokia.
The commissioner however said an investigation might be difficult if the issue of concern was not recorded.