Finland's Defense Ministry said it suspected a Russian aircraft entered its airspace without permission on Thursday, in third such violation in the past week.
The Finnish border guard was examining the data for possible violations, the ministry said, without giving further details.
The ministry said the plane was state aircraft, a term which refers to aircraft used in military, customs and police services.
Finland accused Russia of a similar violations on Saturday and Monday. The border guard agency, after finishing investigating Saturday's espisode, said it was a clear violation.
Finland has now accused Russia of violating its airspace five times since the Ukraine crisis broke in February, although the border agency concluded that two instances in May were likely to have been accidental.
Such violations usually happen a few times each year, but three cases within one week is highly unusual.
Finland shares a 1,300-km (800-mile) border with Russia and maintains generally cordial relations with its former ruler, but Finland's defense forces are reported to have stepped up surveillance due to the Ukraine crisis.
On Wednesday, Finland increased its cooperation with NATO by entering into a framework arrangement to outline cooperation in emergencies.