The Swede, who led the Scots to their first major tournament, will depart after 12 years with the Scottish Football Association following the Netherlands tournament.
Signeul arrived in Cyprus on Monday for the start of preparations for the Euros - a double-header against Denmark - and informed the squad of her plans.
She told the SFA website: “I would like to say that after 12 great years in Scotland I am proud that this squad have made the journey to their first-ever European Championships.
“This was a wonderful achievement and one that has been thoroughly deserved.
“Scotland and its people will always have a very special place in my heart.
“I felt it was important to clarify my future now so that we can prepare without any distractions. We have an intensive programme of fixtures and while it has been a terrific achievement to reach the finals, we are determined to go there and make an impact.
“The focus for the players and staff is on the Euros and we know there is a lot of work to be done to prepare the team for the tournament in the Netherlands.
“Now that I have explained to the players the reasons for leaving and taking up an offer to coach Finland, we will concentrate on making sure we are in the best condition possible for the finals.
“I will leave Scotland with fond memories but I am convinced the greatest memories lie ahead in the coming months.”
Stewart Regan, the SFA’s chief executive, said: “Anna will rightly be lauded for taking the first Scotland women’s national team to a major finals and that legacy is richly deserved.
“More than that, though, she has worked tirelessly and to raise standards at all levels of the women’s game and to increase opportunities for girls and women across the country.
“She has been an inspiration and I have no doubt she will burnish that legacy during the UEFA Euro finals in Netherlands.”