Kersti Kaljulaid, Estonia's first female president, is on her first official international trip in the new job. Kaljulaid, who came at Niinistö's invitation, said that he was the only president in the world who called her after she ascended to office.
"You were the only president who contacted me by mobile phone straight after the elections and congratulated me, and it was very moving," Kaljulaid said.
Answering a question about Estonia and Finland's views on Russia, Niinistö said that Finland is in a dialogue with Russia that he intends to continue.
Kaljulaid said that while their countries' diplomatic methods with their former superpower neighbour may differ; their approach is the same, adding that Finland and Estonia's relationship is bound by EU membership.
Other issues: Syria, new Russian sanctions?
Niinistö said that due to Russian bombings in Syria, Finland has not ruled out agreeing to additional EU sanctions against Russia.
Kaljulaid concurred, saying that the situation in Syria was so serious that new sanctions would be justified if the EU reaches the conclusion that they would improve the situation, saying it was a question of human lives.
The two leaders also noted the fact that Estonia belongs to NATO while Finland is not a member of the military alliance.
Kaljulaid said that it is every nation's duty to defend itself, whether they were members or not.
Kaljulaid was also scheduled to meet the Speaker of Parliament Maria Lohela and Foreign Minister Timo Soini on Thursday.