Chris Coleman's side will face the Finns on Saturday, November 16 with a 6pm kick-off time.
The November window will see the World Cup qualifying play-offs take place, however with Wales already out of the hunt for a place in Brazil, the Dragons will instead begin their preparations for their Euro 2016 campaign.
The two teams have four wins apiece from 11 previous meetings, the last of which saw Finland prevail 2-1 in October 2009.
'"This is an ideal friendly for us as we look ahead," said manager Coleman.
"Finland have always produced good, strong technical players and I have no doubt that they will be a very good test for us.
"From a personal point of view, I remember playing against them for Wales in the first game at the Millennium Stadium in March 2000 when they beat us 2-1. Ryan Giggs scored for us in front of 66,000 fans.
"My old mate Andy Melville was alongside me in defence. Finland had players such as Sami Hyypia, Jari Litmanen and Mikael Forssell in their team. Quite a handful."