Talking to Finnish language tabloid Ilta-Sanomat he said that he has not been a suspect of sexual harassment at any stage.
In July, Jarmo Viinanen had been accused of harassing both guests and employees of the embassy.
At least one female worker of the embassy resigned from her post at the beginning of this year, said the report.
Foreign Minister Timo Soini at that time termed the suspicions levied at the ambassador as serious.
Soini confirmed that the foreign ministry has carried out an investigation at the Finnish embassy in Sweden.
According to Ilta-Sanomat, Viinanen has given his statement to the Ministry.
