The court said the four sent around USD 3,700 between 2008 and 2011 to the group, which has been staging a bloody insurgency to overthrow Somalia's internationally-backed government and has staged attacks in neighbouring Kenya as well.
Three of them received a five-month prison sentence.
The fourth man, who had already been imprisoned for seven months during the investigation, received a suspended prison sentence of one year and four months. He was also charged with recruiting insurgents.
Shebab was blamed for an attack on Nairobi's Westgate mall in neighbouring Kenya in 2013 in which at least 67 people died.
Its leader Ahmed Godane was killed in a US air strike in September, sparking a retaliatory attack against the African Union force in the country (AMISOM).
More than 10,000 Somalis live in Finland, almost all of whom fled the civil strife that has wracked the country since the 1990s.