Kayleigh Green's 30-yard lob gave Wales victory in their opening Cyprus Cup match in Larnaca.
Chances were few and far between in a goalless first half before Green's strike brought the game to life.
Goalkeeper Laura O'Sullivan made two late saves as Finland searched for a way back into the game, but the Wales defence held firm.
The win sees Jayne Ludlow's Wales sit top of Group A with Italy and Switzerland playing later.
|Wales in the Cyprus Cup|
|Finland 0-1 Wales (Green)|
|Friday, 2 March, 11:00 GMT: Wales v Italy|
|Monday, 5 March, 11:00 GMT: Switzerland v Wales|
Green almost opened the scoring after 48 minutes when her driving effort from just inside the box went agonisingly wide of the post.
However, Green made no such mistake five minutes later when she picked up the ball just inside the Finnish half.
The Yeovil Town midfielder saw Finland's goalkeeper off her line and struck an inch-perfect 30-yard lob to give Wales the win.
Wales kicked off their Cyprus Cup campaign in the same form as the current World Cup qualification campaign.
Victory over Finland was Wales' fifth clean sheet in a row and their fourth 1-0 win of those five games.
Elsewhere in the Cyprus Cup, Czech Republic beat Belgium 2-1 to go top of Group B whilst Slovakia and South Africa played out a goalless draw in Group C.
Wales manager Jayne Ludlow said: "I'm really happy. As the game progressed the girls were spot on. We took half and hour to get going but they turned it around and I'm really pleased with the second half.
"It's a great starting point. There is a lot more to try and achieve, we play some fantastic teams soon like Italy who are ranked a fair bit above us so we need to get our tactics right, recover well and perform well in the next game."
Wales goal scorer Kayleigh Green said: "Looking at all the clips (in training) I knew their goalkeeper plays like a sweeper, off her line, so as soon as the opportunity came about I went for it from 35 yards out.
"It's great to get a win with the girls but it was a hard game and I'm glad we came away with the win."