Finland goalkeeper Lukas Hradecky was in superb form to keep the likes of Eden Hazard at bay, but was unfortnate to score an own goal as he attempted to clear a Thomas Vermaelen header off his goalline after the Belgium defender hit the bar with a header 16 minutes from time.
Romelu Lukaku had had a goal ruled out for a late VAR offside call before that, but had his third goal with a ruthless turn and finish after 81 minutes in St Petersburg.
The result send Belgium through top of Group B, while Denmark's 4-1 win over Russia saw them leapfrog Finland into second place for a spot in the last-16.
It was tough luck for Finland after such a determined defensive display, but the lacked quality up front and Belgium's world-class talent and ball retention eventually tired their opponents.
Belgium will now face one of the best third-placed finishers on Sunday, while Finland will hope that their three points are enough for a spot in the knockouts as one of those third-placed teams.
