One hundred and twenty UK troops have been training alongside Finnish allies on Exercise Arrow 22.
The UK's Defence Secretary Ben Wallace, who's been watching the exercise, says it is "incomprehensible" that the UK would not come to Finland's aid if attacked by Russia.
It follows Russian threats that any move from Finland to join NATO would mean "the destruction of the country" and lead to "undesirable consequences".
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The aim of the drills is to help deter Russian aggression while improving the ability of multi-national troops to work together.
Britain has provided 120 troops from the Queen's Royal Hussars and 14 Challenger 2 tanks, embedded into a Finnish Armoured Brigade for the Joint Expeditionary Force event in Finland.
The UK has taken part in previous years but has never provided so many troops and tanks.
They help form a contingent of nearly 3,500 personnel, with allies from Finland, the US, Latvia and Estonia at Pohjankangas Niinisalo.
Major George Trypanis, B Squadron Leader, Queen's Royal Hussars, told Forces News: "They operate in a different way to us, and so, over the last two days, we've been training together, ensuring that our signs and how we speak over the radio, we can understand each other.
"Also, they operate in this area a lot, so we've been learning a lot how to work in the wooded areas rather than what, probably traditionally, we know in Salisbury Plain."
Queen's Royal Hussars driver, Trooper Scarlet Martin said: "For me, personally as the driver, I'm learning more about the terrain and more boring things like that, about driving on a little bit of the snow at the beginning of the week, and the sand, and also just keeping an eye out for the Finnish infantry because they're all scattered around the woodland area and it's a quite dense forest around here."
Finland has a border with Russia that is more than 800 miles long.
During the Winter War in 1939, the Soviet Union invaded the country, taking 11% of its territory and pushing the border further west.
The similarities with what is happening in Ukraine are hard to ignore.
Lieutenant Willy Lindberg, from Finland's Kymi Jaegar Battalion, explained: "Russia's always been our... biggest neighbour, and for a long time it was the biggest power for co-operation and trade.
"Of course, everyone is talking about it a bit more now, a bit more worried, it's of course in everyone's back mind, it is happening, and it is going on."
Watch: UK will stand with Finland against any Russian threats, Defence Secretary says.
Defence Secretary Ben Wallace reaffirmed the UK's support for Finland, saying: "First of all, it [the exercise] just says that we're all part of alliances whether you're in NATO or not.
"The countries who stand up for the same values – the respect for human rights, the rule of law, freedom and democracy, do exercise together, come together, not just politically but also militarily.
"Our freedoms are often underpinned by the security that defence provides and therefore you have the exercise and prove it and test it and improve it as a result," he added.