Russian President Vladimir Putin has told his Finnish counterpart Sauli Niinisto that ditching neutrality and joining NATO would be a mistake that could damage relations between their two countries.
The two countries said their presidents spoke by phone two days after Finland declared its intention to join the Western alliance.
Moscow has described that as a security threat that will require it to respond, but has not specified how.
Mr Niinisto's office said he told Mr Putin "how fundamentally the Russian demands in late 2021 aiming at preventing countries from joining NATO and Russia's massive invasion of Ukraine in February 2022 have altered the security environment of Finland".
He said Finland wanted to handle relations with its Russian neighbour in a "correct and professional manner".
The Kremlin said: "Vladimir Putin stressed that abandoning the traditional policy of military neutrality would be a mistake, since there are no threats to Finland's security.
Moscow described the call as a "frank exchange of views", normally a diplomatic euphemism for a difficult conversation.
Mr Niinisto said: "The conversation was direct and straightforward and it was conducted without aggravations. Avoiding tensions was considered important."
Finland's membership bid is expected to be followed by a similar move from Sweden, confronting Mr Putin with exactly what he said he wanted to avoid when he launched his invasion of Ukraine on February 24: a further expansion of NATO to Russia's borders.
Turkey 'not closing door' on NATO entry
Finnish Foreign Minister Pekka Haavesto said he and his Turkish counterpart were meeting in Berlin to try to solve disagreements over Finland’s and Sweden's plans to join NATO.
"I am sure we will find a solution," he told reporters as he arrived for the meeting of NATO foreign ministers in Berlin.
Norwegian Foreign Minister Anniken Huitfeld said Norway was "100 per cent behind" the two nations' bid to join the alliance.
"We don't know what Turkey really means, but from [the] Norwegian perspective, we are 100 per cent behind Finland and Sweden if they decide to apply for membership in NATO," Ms Huitfeld said as she arrived in Berlin.
Turkey has not shut the door to Sweden and Finland joining NATO but wants negotiations with the Nordic countries and a clampdown on what it sees as terrorist activities especially in Stockholm, President Tayyip Erdogan's spokesman said on Saturday.
"We are not closing the door. But we are basically raising this issue as a matter of national security for Turkey," Ibrahim Kalin, who is also the president's top foreign policy advisor, told Reuters in an interview in Istanbul.
Mr Erdogan surprised NATO members and the two Nordic countries seeking membership by saying on Friday it was not possible for Turkey to support enlarging the alliance because Finland and Sweden were "home to many terrorist organisations".
Any country seeking to join the North Atlantic Treaty Alliance needs the unanimous support of the members of the military alliance.
The United States and other member states have been trying to clarify Ankara's position.
Sweden and its closest military partner, Finland, have until now remained outside NATO, which was founded in 1949 to counter the Soviet Union in the Cold War.
The two countries are wary of antagonising their large neighbour but their security concerns have increased since Russia invaded Ukraine.
Stockholm is widely expected to follow Helsinki's lead and could apply for entry to the 30-nation military alliance as early as Monday.
Mr Kalin said the militant Kurdistan Workers Party (PKK) — designated a terrorist organisation by Turkey, the United States and the European Union — was fund-raising and recruiting in Europe and its presence is "strong and open and acknowledged" in Sweden in particular.
"NATO membership is always a process. We will see how things go. But this is the first point that we want to bring to the attention of all the allies as well as to Swedish authorities," he added.