Craig Bellamy created a piece of Wales football history for himself but could not inspire his side to a victory that would have kept alive their hopes of finishing third in World Cup qualifying Group Four.
Bellamy's first-half equaliser was his 17th for his country and he is now Wales' fifth highest all-time scorer.
Finland led early on through Roni Porokara, and grabbed a late winner from defender Niklas Moisander as Wales let this game slip away from them with a disappointing second-half display.
In a barely half-full stadium, with a hardy and noisy 750 from the Principality, Finland got off to the perfect start with a goal after just five minutes.
Dreadful defending by Wales allowed Jonatan Johansson in on the right to skip round James Collins before seeing a low shot palmed straight out into the area by Wayne Hennessey.
Porokara had the simple task of guiding the ball home from 12 yards.
Wales, though, gathered themselves after some more shaky defending, to strike back with an equaliser after 17 minutes. Gareth Bale sent David Vaughan racing down the left, and when the low cross arrived in the box, Bellamy had spun away from Sami Hyypia to beat Jussi Jaaskelainen from close in.
Jaaskelainen then needed to save well after Bellamy had been put through by Simon Church, while at the other end, Petri Pasanen saw a powerful header just clear the Wales bar.
Wales started to grow in confidence with 18-year-old Aaron Ramsey performing well in a direct contest with 38-year-old Jari Litmanen.
But it still needed Hennessey to keep Wales level at the break when he did well to pull down a 25 yarder from Tim Sparv, diving to his right.
Three minutes after the break, Bellamy was left clutching his left knee following a late challenge by Hannu Tihinen. The Serbian referee Milorad Mazic booked the Zurich defender, did not give a free-kick and then cautioned Bellamy for dissent.
The booking means Wales have lost their captain through suspension for Wednesday's final group match in Liechtenstein.
Wales had done little in the second half to take any positive control, sitting back and inviting pressure.
And they were punished after 76 minutes. Full-back Moisander was in far too much space on the left of the box when Sparv played him in.
Collins hurled himself into a challenge and was left skidding on his back as the defender flicked the ball away from him before driving an angled shot into the far corner, evading Bale on the line.
