The statement on Thursday, came a day after British Prime Minister Boris Johnson visited both Finland and Sweden to sign a military cooperation agreement.
The UK pledged to come to the aid of Sweden and Finland if the two Nordic nations came under attack.
In 2017, Sweden and Finland joined the British-led Joint Expeditionary Force, which is designed to be more flexible and respond more quickly than the larger Nato alliance. It uses Nato standards and doctrine, so it can operate in conjunction with Nato, the United Nations or other multinational coalitions. Fully operational since 2018, the force has held a number of exercises both independently and in cooperation with Nato.
Since Russia's invasion of Ukraine on February 24, Finland and Sweden have been pondering whether to abandon their historic, decades-old neutrality and join the 30-member Nato.
Should Finland become a Nato member it would mean the biggest change in the Nordic country's defence and security policy since World War II when it fought two lost wars against the Soviet Union.
During the Cold War, Finland stayed away from Nato to avoid provoking the Soviet Union, instead opting to remain a neutral buffer between the East and the West while maintaining good relations with Moscow and also with the United States.
Nato Secretary-General Jens Stoltenberg has said the military alliance would welcome Finland and Sweden — both of which have strong, modern militaries — with open arms and expects the accession process to be speedy and smooth.