The collections of the Sports Museum of Finland include almost 30,000 objects, representing a wide span of sports and many aspects of physical culture. Most of them have been received as donations. The list of donors includes some of the most illustrious names of Finnish sports history, such as Paavo Nurmi, Hannes Kolehmainen and Clas Thunberg.

The oldest exhibit of the Museum collection is an ancient ski, dated at 2,500 years.

The golden spike shoe of Paavo Nurmi and the stopwatch he used during his victorious races at the Paris Olympic Games of 1924 are some of the most famous exhibits of the Sports Museum. In 1995 the Museum acquired by help of a public subscription all the medals won by the ski jumper Matti Nykänen.

The Sports Museum also has a collection of over 1,000 sports-related posters.