Sebastian Tynkkynen, a member of the European Conservatives and Reformists (ECR) group, says he was denied permission to enter the United Kingdom.
Tynkkynen told Yle that he was on his way to the airport in Brussels when he received an email at his work address informing him of the decision.
According to Tynkkynen, the email stated that his entry had been refused because his presence in the UK was "not conducive to the public good."
He also said the notification stated that there was no right of appeal.
The case follows an earlier report by Ilta-Sanomat that Päivi Räsänen, a Finnish MP from the Christian Democrats, had also been refused authorisation to travel to the UK.
Both politicians have been convicted in Finland for incitement against minority groups.
Travel requirements for the UK changed in April 2025, when most visitors became required to obtain an Electronic Travel Authorisation (ETA) before entering the country.