Finland's National Bureau of Investigation had issued an international arrest warrant for the man believed to have stolen private records of the patients of a Helsinki-based psychotherapy centre.
The suspect has denied any wrongdoing in the case.
He is believed to have blackmailed patients and to have published some data online, including accounts of private and traumatic events, police said.
Immediate measures have been initiated to extradite him to Finland, the police added.
(Reporting by Anne Kauranen, editing by Terje Solsvik)
