The Kainuu Border Guard District in eastern Finland is investigating a group of four individuals suspected of crossing the country's border with Russia without authorisation.
The agency said it received information about four foreign nationals who expressed interest in applying for asylum on Sunday evening.
The group is suspected of crossing the Russian border near the Finnish municipality of Suomussalmi.
The Border Guard said the individuals, who as of Monday afternoon were being detained, were neither Finnish nor Russian nationals.
Border Guard Officer Antti Salo said it is possible the individuals are Ukrainian but that precise information on the matter was not yet available.
The agency has received asylum applications from the suspects, initiated the asylum process and opened a preliminary investigation into the unauthorised border crossings.