Some 2,500 minks were set free from the farm near Vaasa, north-west of the capital Helsinki.
Around half of the animals have been recaptured, but there are fears the rest could pose a threat to birdlife.
Police say they have no firm evidence of the culprits but suspect animal rights activists.
Police said the letters EVR were spray-painted onto a silo at the farm - which stands for the Animal Liberation Front in Finnish.
"We have some clues about possible culprits," Sgt Mika Jylha told Associated Press.
The mink farm is not fenced and the cages the animals were kept in were not locked.
The minks were released between midnight and 0400, police said.
Finland is one of Europe's top fur producers.