The change in the mean temperature in Finland is investigated with a dynamic linear model in order to define the sign and the magnitude of the trend in the temperature time series within the last 166 years. The data consists of gridded monthly mean temperatures. The grid has a 10 km spatial resolution, and it was created by interpolating a homogenized temperature series measured at Finnish weather stations. Seasonal variation in the temperature and the autocorrelation structure of the time series were taken account in the model. Finnish temperature time series exhibits a statistically significant trend, which is consistent with human-induced global warming. The mean temperature has risen very likely over 2 °C in the years 1847–2013, which amounts to 0.14 °C/decade. The warming after the late 1960s has been more rapid than ever before. The increase in the temperature has been highest in November, December and January. Also spring months (March, April, May) have warmed more than the annual average, but the change in summer months has been less evident. The detected warming exceeds the global trend clearly, which matches the postulation that the warming is stronger at higher latitudes.