The Cessna S206 plane en route to Victoria Falls on Friday morning was carrying four passengers in addition to the pilot.
The Finnish Foreign Ministry on Saturday tweeted it was not releasing personal details of the victims.
Zimbabwean police spokesman Paul Nyathi told Yle the victims were in their 50s. He said the light aircraft went down in cloudy conditions at Chamanjenjere Hills.
The Finnish Safety Investigation Authority said it was prepared to help investigate the accident, the cause of which remains unknown.
