Puigdemont, who lives in self-imposed exile in Belgium, has been visiting Finland since Thursday for talks with lawmakers and had been due to leave on Saturday afternoon.
It was not known if he was still in the Nordic country.
"Finland has received a European arrest warrant for a Spanish citizen visiting Finland. The person concerned will be handled in a normal extradition procedure," Finland's National Bureau of Investigation (NBI) said in a statement.
"The person's whereabouts are not currently known to authorities," the statement said.
Puigdemont is wanted by Spain on charges of "rebellion" and "sedition".
Finnish police had earlier told AFP they were awaiting further information from Spanish authorities on the arrest warrant before acting on it.
"Spain provided the requested information to the National Bureau of Investigation," the NBI said in its statement.
The Finnish MP who organised Puigdemont's visit, Mikko Karna, told media he had not been in touch with him since Friday.
Puigdemont's lawyer Jaume Alonso Cuevillas meanwhile told Catalunya Radio his client would not try to escape arrest.
"When the European arrest warrant was issued (a first time), he made himself available to the Belgian justice and police, and he would do the same thing now. I have not spoken to him yet but that is clear, yes."
In Barcelona, the Catalan parliament suspended its debates on Saturday after regional presidential candidate Jordi Turull, who had been due to seek a second-round vote in the parliament, was placed in custody over the region's breakaway bid.
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![33 passengers and one crew member died on the dive boat, Conception [Brian van der Brug/Los Angeles Times/AP]](data:image/svg+xml;charset=utf8,%3Csvg%20xmlns%3D'http%3A%2F%2Fwww.w3.org%2F2000%2Fsvg'%20width%3D'300'%20height%3D'172'%20data-ring-placeholder%3D'1'%3E%3C%2Fsvg%3E "33 passengers and one crew member died on the dive boat, Conception [Brian van der Brug/Los Angeles Times/AP]")
