Eight people have been injured in the crash and have been taken to hospitals in Helsinki and Raseborg, about 53 miles southwest of the capital.
It is believed to have happened when a military truck collided with a train this at 8am morning.
Three of those killed were confirmed to be marines in the Nyland Brigade of the Finnish Navy. The fourth was a passenger on the train.
Finland’s defence minister, Jussi Niinisto, tweeted the day “had started with grim news” and “I feel grief.”
A number of emergency services vehicles are on the scene.
Police are investigating the crash.
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