[2][3] The HPD was established in 1826 by order of senior law enforcement officials of the Grand Duchy of Finland, which was a Finnish autonomous government of the Russian Empire.

At the turn of the century, the HPD had the capability of patrolling the entire city including the extensive parkland and forest areas of the Töölö neighborhood.

The HPD has taken part in many interventions and conflicts in its history, such as the demonstrations in the capital against the Soviet-led invasion of Czechoslovakia in August 1968.

The first official police uniform was introduced at the department in 1861 and echoed the Western European style of the 19th century.

A Russified type of uniform was used during the Russian occupation of the early 1900s, and included breeches and a buttonless jackets.