The message to Finland can be given if the country does not "commit the same mistake as Sweden", states the Turkish president in the interview.
Exactly what the message would contain is not clear in the interview.
On Saturday, Turkey issued a travel advisory to the United States and Europe.
A series of events have recently sparked anger in Turkey, in the midst of the ongoing NATO process.
Including Rasmus Paludan's Koran burning near the Turkish embassy.