Kendall Coyne-Schofield and Alex Carpenter each scored twice, but forward Brianna Decker was lost for the rest of the tournament with a lower-body injury.
Finnish goalkeeper Anni Keisala made 47 saves while Susanna Tapani scored both goals.
Story of the game
Less than five minutes into the game, US goalkeeper Maddie Rooney scooped up the puck off a deflection in front to keep the game scoreless.
Coyne-Schofield saw her shot from inside the face-off circle kicked away by Keisala. Hilary Knight immediately followed that up with a wrist shot from the same spot, but also couldn't beat Keisala.
Near the midway point of the period, Decker was stretched off the ice after awkwardly getting tangled up with Finnish defender Ronja Savolainen. She remained down on the ice for several minutes before the medical staff wheeled her to the locker room.
Team USA opened the scoring with 9:23 to play in the first. Savannah Harmon skated the puck down behind the net and passed it off to Amanda Kessel, who walked it in front for the goal.
Carpenter made it 2-0 lead she squeaked the puck past Keisala as the Americans were on the power play. Kelly Pannek and Jincy Dunne were credited with the assists.
With 16:44 left in the second period, Carpenter almost doubled her tally after a backhanded shot in the slot that missed just wide of the net.
Coyne-Schofield scored back-to-back goals just 64 seconds apart in the second. With 14:28 on the clock, she carried the puck into the zone, cut to the middle and beat Keisala on the far side.
One minute later, she scored her second of the evening after tipping the puck in off a Harmon wrister from the point. Hannah Brandt picked up the secondary assist.
The two teams exchanged power-play opportunities to start the third period. Finland capitalized on the advantage with 16:45 to play as Tapani got the reigning bronze medalists on the board.
Nearing the halfway mark of the final frame, Carpenter added another tally for Team USA, her second of the game, after tapping the puck in off a pass from Abby Roque.
Tapani scored her second of the game with 2:20 to play in the game, but didn’t even know it. The clock struck zeroes and both teams appeared ready to head back to the locker room when the officials ruled that she had scored with just a couple minutes remaining.
Following the game, US coach Joel Johnson was pleased with the overall effort of his team.
"I thought we played well", he said. "It's always hard in the first game of any tournament, let alone the Olympics, but I was really impressed by our players.
"The second period was really outstanding and I thought we controlled the game from that point on."