The incident took place in northern Afghanistan near Mazar-i-Sharif.
No one was injured during the attack.
The Finnish troops were ranting at Afghan authorities when they were shot at with rocket-propelled grenade and hand gun.
According to the Finnish Defence Forces, the troops returned safely back to their base in Mazar-i-Sharif.
Lieutenant Colonel Juha Kurenmaa, the contingent commander of the Finnish troops, said about a dozen Finnish troops was involved in the mission.
Afghanistan will hold presidential elections on Saturday.
Kurenmaa described the situation in the Afghanistan as both tense and anticipatory.
Incidents in northern Afghanistan are relatively minimal compared to other places such as Kabul.
