According to the Finnish Defence Forces, the peacekeepers were on a monitoring mission in the blue line border demarcation between Lebanon and Israel.
The situation which lasted for 15 minutes did not result in any personal injuries or damage to materials. The patrol returned to its base after completing its mission.
The identity of the shooter is not known.
Around 350 Finnish peacekeepers are now serving in Lebanon, mostly in the Irish-Finnish battalion.
Earlier, on April 4, Finnish soldiers together with local security forces on a peacekeeping mission in Afghanistan came under attack.
The incident took place near Mazar-i-Sharif in northern Afghanistan.
No one was injured in the attack.
The Finnish troops were ranting at Afghan authorities when they were shot at with rocket-propelled grenade and hand gun.