The Border Guard of South-east Finland detained a foreign man late Thursday in Joutseno, near Lappeenranta.
After a tip from a member of the public, border officials took the man into custody to ascertain his identity and immigration status.
He was detained on a road west of Lake Suokumaanjärvi, about five kilometres from the Russian border and 35 km from Lappeenranta.
Once in custody, the man said he wanted to apply for asylum. He was at a reception centre on Friday as authorities investigated the case.
Border Guard seeks public help
Border Guard officials believe that the man illegally crossed the border from Russia into Finland. They have asked that anyone with possible information or observations related to the case contact their main office.
Authorities are particularly interested in any sightings in the area between Suokumaanjärvi and Lake Nuijamaa, which straddles the border. The lake is near the busy Nuijamaa border crossing point.
"We are mapping out where the man travelled before he was caught," Lieutenant Colonel Esa Veikkanen of the Border Guard told Yle.
He says that there are several illicit crossings every year along the southern part of the Russo-Finnish frontier – and that it is not unusual for those caught doing so to apply for asylum.