"We take this very seriously," said Finnish Defense Minister Antti Hakanen, adding that investigators had been sent to the crash site.
The military says the drones crashed near Kuopio, in southern Finland.
Prime Minister Peteri Orpo told public broadcaster Yle that "it is likely that these were Ukrainian drones, but the investigation will determine that."
Orpo stressed that Ukraine has carried out drone attacks on Russian infrastructure in areas near the Finnish border in recent days and that Russian jamming devices may have diverted some of those drones from their trajectories.
Finland shares a 1,340 kilometer border with Russia.
