Finnish Prime Minister Sanna Marin said Wednesday that should Helsinki apply, alone or together with neighbouring Sweden, she hoped the application process would be completed as quickly as possible.

Helsinki is holding talks with key members of the alliance to obtain security guarantees during the application period, which could last several months, Marin told a joint press conference with Nordic leaders in Copenhagen.

Meanwhile, UK defence minister Ben Wallace, who was visiting Finland Wednesday pledged the UK's support in the event of an attack on the Nordic country.

"I cannot conceive a time that we wouldn't come to support Finland and Sweden, no matter where they were with the NATO debate or where they are with the agreements and I think that is what really binds us," Wallace told journalists.

"We would do whatever we need to, to support Finland," the minister said during the trip to Kankaanpaa in the southwest of the country. He was in Finland to attend a military exercise dubbed "Arrow 2022".

According to Finnish media reports, the government's decision could be made in the next few days.

The latest polls suggest a large majority of Finnish MPs and the public are in favour of joining the Atlantic Alliance, a change in opinion that has come about since Russia's invasion of Ukraine.

Finnish President Sauli Niinisto is to announce his personal stance on the issue on May 12.

Finland was ruled by Russia for 108 years before declaring independence in 1917.

It fought off a Soviet invasion during World War II before a peace deal saw it cede several border areas to Moscow.

The Nordic nation remained neutral during the Cold War in exchange for Soviet guarantees not to invade.

On the Swedish side, the government and parliament are due to present a security policy review including viewpoints on NATO membership on May 13.

Stockholm is also currently holding consultations with NATO countries, with its foreign minister travelling to the US and Canada this week.

Experts have warned that Finland and Sweden would likely be subjected to Russian acts of interference as they consider whether to join NATO as a deterrent against aggression from their eastern neighbour.

Hostile acts such as cyberattacks are also considered likely, according to analysts, who have however said that the risk of a military attack is low.

The Russian airspace incursion on Wednesday morning was a "Mi-17 helicopter" which flew about four to five kilometres into Finnish airspace, a ministry spokesman told AFP.

It was the second such airspace violation this year, following an incursion by a civilian transport plane belonging to the Russian army, which briefly entered Finnish airspace on April 8.

Four Russian fighter jets violated Swedish airspace in early March near Sweden's strategically located island of Gotland in the Baltic Sea.

And on Friday, a Russian spy plane crossed the Swedish border near a naval base in the south of the country.