The 34-year-old PM shared photos from her wedding to Markus Raikkonen, a former Finnish footballer, on her Instagram account, showing the couple posing together while holding a bouquet of white flowers.
“I am happy and grateful to be able to share my life with the man I love,” she wrote.
Ms Marin said the couple had “shared joys and sorrows”, adding: “Thank you for being by my side.”
The wedding took place in Kesaranta – the official residence of the prime minister – on Saturday, the Finnish government said.
The couple’s family and closest friends attended.
Ms Marin wore a satin dress while the groom was dressed in a black tuxedo, and the couple were seen holding each other and smiling.
Wedding photographer Minttu Saarni said on Instagram that it was a “great honor” to capture their special day.
The couple have been together since they were teenagers and have a two-year-old daughter.
Ms Marin became Prime Minister of Finland in December and was at the time the youngest serving head of government in the world.
The Social Democrat is a staunch defender of environmental issues.
When she became Prime Minister, Finland’s coalition government was then made up of five parties, all led by women.