The three women were shot multiple times in their head and torsos as they left a restaurant in the small town.
A 23-year-old man was arrested at the scene. Officers arrived moments after the shooting and the Finnish police said the shooter did not resist arrest when confronted. The motive for the killings is not yet clear.
The man is said to have a criminal record.
The shooting happened the nightclub district of Imatra and at this time the police believe the killings were random.
Just 28,000 people live in Imatra, which is about 140 miles (230km) from the capital Helsinki.
