Chief investigator Esa Gronlund of the National Bureau of Investigation told reporters a preliminary investigation has indicated that Ibrahim Shkupolli's method of shooting the five people suggested he had planned the killings, though he declined to provide details.
Most of the killings took place at a shopping centre in the town of Espoo.
Shkupolli, a 43-year-old ethnic Albanian immigrant from Kosovo, turned his gun on himself after his murderous rampage.
Investigator Henrik Niklander said police are examining the relationship between Shkupolli and the people he gunned down in Espoo, which is a few miles outside Helsinki.
"The fact all victims were employees of the same Prisma store seems to indicate that we're not dealing with a coincidence," Niklander said.
Previously police had been reluctant to speculate about whether the killer fired his handgun randomly in the Sello mall in Espoo, Finland's second biggest city, or if he had chosen his victims.
Four of those killed – three men and one woman – were working in the Prisma grocery store when they were shot.
The fifth victim – Shkupolli's former girlfriend, who was Finnish – had been an employee at the same store, though she was found dead in a nearby apartment. She had won a restraining order against Shkupolli, who had allegedly stalked her for years.
After killing his victims, Shkupolli returned home and took his own life. Police found his body after launching a citywide manhunt.
Shkupolli arrived in Finland in 1992, the Interior Ministry said. He applied for Finnish citizenship but was turned down due to his criminal past, which included assault, various traffic violations and an arrest in 2003 for carrying an unlicensed gun.