The bread, made from flour ground from dried crickets, as well as wheat flour and seeds, contains more protein than normal wheat bread.
The bread will initially be sold only across 11 Fazer bakery stores in Helsinki due to a lack of cricket flour, but the company plans to offer it across all 47 stores by next year. Dried insects are ground and added to flour. Each loaf contains about 70 crickets and costs 3.99 euros (R66), compared with two to three euros for a regular wheat loaf.
According to local media, it is not yet possible to secure the production of the bread by all Finnish bakers, but the shortage will be removed later on.
Earlier this month Finland lifted a ban on the sale of insects raised and marketed for food use.
"As the world's first insect bread, Fazer cricket bread is a good example of this", Fazer Bakery Finland managing director Markus Hellström told the Hufvudstadsbladet daily.
"It offers consumers a good protein source and also gives them an easy way to familiarise themselves with insect based food", said Juhani Sibakov, the head of innovation at the bakery firm Fazer.
Sibakov said: 'We are looking forward to seeing how our novelty bread is received'. The result was 'delicious and nutritious'.
In many parts of the world, insect-eating is common.
He added: "Mankind needs new and sustainable sources of nutrition".
In Switzerland, supermarket chain Coop began selling burgers and balls made from insects in September.
Several stores in Belgium, the Netherlands, Denmark, and Austria have been marketing insect-based products for human consumption.
"The bug bread is a good source of protein".
The agency says many types of insects produce less greenhouse gases and ammonia than most livestock - such as methane-spewing cattle - and require less land and money to cultivate.