"Our message is that fan jerseys belong in the stands and not at demonstrations," the Finnish Ice Hockey Association's communications manager Henna Malmberg told AFP.
Several anti-migration protests have taken place around Finland in recent weeks as the Nordic country struggles to deal with an unprecedented influx of migrants, arriving mostly from Iraq and Somalia.
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Finland has registered over 14,000 asylum seekers so far this year and expects a total of at least 30,000 by the end of the year - eight times as many as in 2014.
The largest protest took place in the town of Tornio on September 19 when hundreds of participants formed a "human barrier" on Finland's northern border with Sweden, where most migrants cross into the country.
A former goalkeeper for the national team, nicknamed the "Lions", was not impressed by fans using the blue and white national jersey as protest regalia.
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"A reminder to the protesters in their Lion shirts. A Lion plays fair/hard on the ice. Elsewhere they're international and tolerant," Sinuhe Wallinheimo, who is now a member of parliament, tweeted on his personal Twitter account after the Tornio protest.
Some fans criticised the Association for not adopting a firmer anti-racist position.
But Malmberg said the national team did not wish to "mix sports and politics".
Last Friday, around 40 demonstrators - including one dressed in a Ku Klux Klan outfit - threw fireworks at a bus transporting asylum seekers to a new reception centre in the southern city of Lahti.
More anti-migration protests are being planned around the country for the weekend.
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