According to Minister of the Interior Anne Holmlund (National Coalition Party), the police in Kauhajoki interviewed the suspected gunman, 22-year-old Matti Juhani Saari, on Monday, after he had published a shooting video on the Internet.
Police said that the interview did not give cause for any further action, and Saari was released.
Holmlund has stated that the gunman had a firearms licence that was issued in August.
The gun was his first. It is thought the weapon used in the shootings was a Walther P22 pistol.
Speaking at a government press briefing on Tuesday afternoon, Holmlund promised that there would be a full and detailed inquiry into the police actions.
Police chief Mikko Paatero commented at the same press gathering that the officer who had spoken to the suspected gunman on Monday was experienced and competent. He also pointed out that all that was to be seen on the video was a man firing legally at a shooting range.
Prime Minister Matti Vanhanen (Centre Party) expressed his extreme sadness at the fact that it had not been possible to prevent the killings, even though there had been advance hints of what might happen.