 Until the beginning of the 19th century , Finland constituted the eastern part of the Kingdom of Sweden . In 1809 , to protect their imperial capital , Saint Petersburg , the Russians conquered Finland and converted it into an autonomous buffer state within the Russian Empire . The Grand Duchy of Finland enjoyed wide autonomy within the Empire until the end of the 19th century , when Russia began attempts to assimilate Finland as part of a general policy to strengthen the central government and unify the Empire through Russification . While abortive because of Russia 's internal strife , these attempts ruined Russia 's relations with the Finns and increased support for Finnish self @-@ determination movements . 
