Former Finnish Prime Minister and current chair of the defence committee Matti Vanhanen confirmed on Wednesday the tests were carried out in Finland two years ago.
"I am of the understanding that these tests were done to find evidence or information in general about the remnants of [fired missiles]," Vanhanen said, adding that he did not know details about the tests.
The time and exact location of the tests remain secret. Neither the Ministry of Defence nor the Defence Forces have commented about the Dutch news report.
The Dutch newspaper De Telegraaf reported that the tests found the weapon in question was a Russian Buk missile.
Finland's National Bureau of Investigation also confirmed on Wednesday that the agency helped the Dutch Safety Board, which is leading the investigation into the downing of the Malaysian Airlines plane.
The NBI would not specify what kind of assistance was provided. Finland and the Netherlands have signed an agreement to provide each other assistance in criminal investigations.