The building is located in Espoo, a suburb of the capital.
The employees who remain at Nokia, now focused on the telecom business, will be transferred to other buildings in Espoo.
Nokia's headquarters, a symbol of Finnish economic success in the 1990s and 2000s, will now also be a reminder of the fall of what was once the world's biggest mobile phone maker.
Dubbed the "Nokia House", the building was built by the Baltic Sea in the 1990s, at a time when the booming mobile phone market seemed to grant the company a promising future.
In December last year, loss-making Nokia sold it to a real estate company, but agreed to lease it back on a long-term basis.
(Also see: Struggling Nokia sells headquarters building)
On Tuesday, Nokia's shareholders approved the sale of the mobile phone business to Microsoft for 5.44 billion euro ($7.30 billion), hoping that the deal will get the company back on the profit track.