Striker Huntelaar, who also grabbed a hat-trick against San Marino on Friday, put the Dutch in front after seven minutes when he headed in a cross from Wesley Sneijder.
He then doubled the lead nine minutes later by converting a penalty.
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Finland pulled one back in the 18th minute when an unmarked Mikael Forssell netted with a close-range header.
Forssell and Mika Vayrynen went close to equalising later but were denied by goalkeeper Maarten Stekelenburg.
"We started very promisingly with good, fast, combination football," Dutch coach Bert van Marwijk told a news conference.
"On the bench we expected to settle the match before the break... but the goal we conceded changed a lot."
Finland coach Stuart Baxter said he was glad his team did not have to face the Dutch keeper in every game.
"After the two early goals we conceded we managed to turn it around," said Baxter.
"We had our chances to equalise. I am just glad we don't have to play against a keeper like Stekelenburg every week."
After two matches the Dutch are second in Group E with six points, behind Sweden on goal difference. Finland have no points.
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