Finnair celebrated its inaugural service connecting the two cities with a water cannon salute and Scottish bagpiper welcoming the aircraft when it landed in Edinburgh on Monday.
The airline said the journey takes less than three hours.
The service will be available four times a week during the summer months.
The airline said the journey will allow passengers from Scotland to travel onwards to Asia, including Hong Kong and Beijing, with just one transfer via the Finnish capital.
Gordon Dewar, chief executive of Edinburgh Airport, said the route was "fantastic news".
"I congratulate Finnair for recognising the growing international demand for direct links to Edinburgh, and this move shows that they have similar aspirations for growth as we do."
Malcolm Roughead, VisitScotland chief executive, said: "We are delighted to welcome this exciting new Finnair service between Edinburgh and Helsinki, which builds on the success of Scotland's growing global air network by connecting to yet another international hub.
"This service brings with it the opportunity for a double boost to Scottish tourism, from the high spending golf fans from the Nordic region seeking to explore the Home of Golf, to the growing market of new visitors from the Far East."
A new three-times-weekly flight between Edinburgh and Helsinki has been launched.