When the Winter War broke out (1939), Nevanlinna was invited to join the Finnish Army's Ballistics Office to assist in improving artillery firing tables. These tables had been based on a calculation technique developed by General Vilho Petter Nenonen, but Nevanlinna now came up with a new method which made them considerably faster to compile. In recognition of his work he was awarded the Order of the Cross of Liberty, Second Class, and throughout his life he held this honour in especial esteem.