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Convective sea‐effect snowfall, in the form of snowbands, is observed over the northern Baltic Sea annually. Quasi‐stationary snowbands may last up to several days over the sea and, depending on the wind direction, move towards the coast. This study provides climatology of spatial and temporal occurrence of snowbands in Finland for a 48‐year period (1973–2020). We used a set of detection criteria together with ERA5 reanalysis at off‐shore areas and FMIClimGrid gridded observational data for on‐shore areas to find the days favouring snowband formation. Only those snowband days (SBD) when snow reached the Finnish coastal mainland were considered. The total annual number of SBDs in Finland varied from 6 to 40 with an average of 16. SBDs were detected most frequently over the Gulf of Bothnia near the western coast of the country. The largest increase in snow depth (SDI) during an SBD (67 cm/day) also took place on the western coast, although the long‐term mean of SDI (3–5 cm/day) was highest over the southern coast. Throughout the country, November and December showed the highest frequency of SBDs. However, between the periods 1973–1996 and 1997–2020, the seasonal cycle of SBDs shifted 1 month forward from late autumn to mid‐winter as the decrease in the number of SBDs during December as well as the increase during January and February were statistically significant in Finland. In northern Baltic Sea, long‐term increases in monthly means of sea surface temperature (SST) and air temperature at the atmospheric level of 850 hPa (T850) were in line with the decadal changes in the occurrence of SBDs. The increasing trend in SST favours the formation of snowbands but in late autumn the probability for snowband formation decreased because even larger increases in T850 resulted in diminishing differences between SST and T850. [ABSTRACT FROM AUTHOR]