Thousands of Russians are leaving their country in fear of the authorities declaring martial law—a move that would close borders and stifle domestic dissent.
The Allegro train between Helsinki and St. Petersburg is fully booked in the coming days.
VR said it was looking to increase its Allegro service to help meet demand.
"We're trying to add a few trips to a couple of days next week," VR's Lauri Sipponen told Yle.
VR said it was not aware of any security threats targeting the Allegro link.
"Trains going in the opposite direction [to Russia] are practically empty. From a commercial standpoint, this is not a good situation for VR but we will fulfill our service obligation," Sipponen said.
Tickets are only available to Finnish and Russian nationals.
Buses travelling from St. Petersburg to Helsinki, Tallinn and Riga are also fully booked.
A steady stream of cars has meanwhile been passing through the southeastern Vaalimaa border crossing, with no spikes in the number of Russian cars attempting to cross into Finland, according to the Finnish Border Guard.
Russians seeking to leave by plane face a severe lack of flights as western countries have shut Russian airlines out of their airspace. Russian airlines are now operating back-to-back flights to Turkey.
While Russia's invasion in Ukraine has prompted an exodus from the country, some Russian citizens are struggling to return home.
A Russian travel association has reported that some 27,000 Russian tourists are stuck in different parts of the world.
In the coming weeks many Russian travellers are expected to return home via Finland.
This week, Yle News' All Points North podcast examined how Russia's attack on Ukraine is impacting Finland.