England were already leading 1-0 through a first half goal from Jack Grealish when they were given a free-kick in an inviting position around 22 yards out in the 74th minute.
Set-piece specialist Alexander-Arnold stepped up to take it, with the Liverpool star scoring in spectacular style.
England went on to add a third goal late on through Declan Rice. However, Finland's Arttu Hoskonen then found the net.
It is the fourth goal that Alexander-Arnold has scored for his country as England ran out 3-1 winners.
Trent Alexander-Arnold scored a superb free-kick for England against Finland
Alexander-Arnold started the game in the unfamiliar position of left-back.
England returned to winning ways after their frustrating performance in the shock defeat to Greece.
The first goal that Alexander-Arnold scored for the Three Lions came against USA in November 2018.
He added another goal against Malta in June 2023 and was also on target against Bosnia this summer.