Finland must apply to join Nato "without delay", Finnish President Sauli Niinisto and Prime Minister Sanna Marin said on Thursday, a major policy shift for the non-aligned country, prompted by the Ukraine conflict.

Finland, which shares a 1,300 km (810 mile) border with Russia, has progressively increased its cooperation with the Western military alliance since Russia's annexation of Crimea in 2014.

But until Russia's escalation of the conflict, the Nordic nation had refrained from joining in order to keep friendly relations with its eastern neighbor. 

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"Finland must apply for NATO membership without delay," Niinisto and Marin said in a joint statement.

"We hope that the national steps still needed to make this decision will be taken rapidly within the next few days."

According to diplomats and officials linked to the alliance, Finland and Sweden will submit their applications in the coming days, with Nato members set to grant membership quickly. 

Ahead of Thursday's announcement, Niinisto had said that Russian President Vladimir Putin was responsible for causing Finland's decision.

"You caused this. Look at the mirror," he said on Wednesday.

Denmark and Norway, fellow Nordic nations that are Nato members, were quick to welcome Finland's application and said they would push for speedy admission.

Finland's foreign ministry pointed to Estonia, Latvia, and Lithuania as nations along the Baltic Sea that had joined Nato despite their previous alliance with Soviet Russia.  

"Finland decided to join the Alliance. NATO is about to get stronger. Baltics about to get safer," Lithuanian Foreign Minister Gabrielius Landsbergis said.

Finland fought alongside Russia in two worlds wars and while remaining wary of its neighbor, it has retained amicable ties with Moscow since, maintaining that military non-alignment has helped it keep a distance from recent conflicts. 

However, public opinion on joining Nato has changed dramatically since Russia kick started its "special operation" in Ukraine.

At the beginning of the year, opinion polls showed just 28 percent of Finns thought the country should join NATO. A new poll this week showed a record 76 percent now support accession.

Finland's rapid shift towards the Western military bloc is likely to bring along its neighbor Sweden.

Sweden's ruling Social Democrats, long committed to non-alignment as the best way to evade war, are expected to decide on Sunday whether to overturn decades of opposition to Nato membership. 

If so, the move that would almost certainly mean Sweden asking to join.

A poll by Demoskop in daily Aftonbladet published this week showed Swedish support for accession at 61 percent, up from 42 percent In January.

Russia has repeatedly warned both countries against joining Nato, stating in March that "there will be serious military and political consequences" if they do.

The speed of the Finnish decision to apply has come as a surprise to many, but Nato Secretary General Jens Stoltenberg has previously stated it would be possible to allow both Finland and Sweden to join the alliance "quite quickly".

The Kremlin said on Thursday that Finland's move to join NATO was "definitely" a threat to Russia and that the alliance's expansion would not make the world more stable.