Kaj's home municipality Vörå had invited the residents to a party with a large screen and their own reporter on site in Stockholm. And at Salutorget and Havis Amanda in Helsinki, where Finland's ice hockey World Championship victories are usually celebrated, happy Finns gathered.
On site, people danced and sang along to "Bara bada bastu", some of them wearing bathrobes and waving Finnish flags, reports Hufvudstadsbladet.
These ox weeks usually feel quite heavy. But not this year. There's a so positive atmosphere that definitely shows the power of culture, says Anna Bertills, chairman of the municipal board in Vörå, to Yle.
The competitor overjoyed
The sauna brothers' victory means that Finns will be able to vote for Finns in the Eurovision Song Contest for the first time. You can't vote for your own country in Eurovision, but it's okay for Finns to vote for Sweden, which is sending the Finnish trio to the competition.
Erika Vikman, who will represent Finland in Basel, is overjoyed about Kaj's victory.
I got really happy when I heard that Kaj won, they have a really good song and they seemed super nice when I met them, says Erika to Iltalehti.
This will be a historic Finnish music spring, she says.
"Sauna missile"
The newspaper Helsingin Sanomat writes that "Kaj is everything you never expected from Sweden" and "The sauna missile is a welcome relief in a world where every day seems to bring unpleasant surprises".
Among the newspaper's reader comments, the joy is great: "Congratulations Österbotten! The best representatives for Sweden come from Finland!" writes a reader.
Even Finland's Minister of Education Anders Adlercreutz, who is also Minister for Nordic Cooperation in the Finnish government, is jubilant.
Possible winner
Adlercreutz says he is surprised by how little some Swedes know about Finland.
I bet that awareness will increase after this, says Adlercreutz to Helsingin Sanomat, and adds that it's possible that they might listen to "Bara bada bastu" during a sauna bath at the next Nordic meeting.
Now Finns are hoping for success for both Kaj and Finland's representative Erika Vikman in Eurovision in May in Basel. According to the betting statistics on Eurovisionworld, Kaj tops the list of possible winners on Sunday, while Erika Vikman is in fifth place with her song "Ich komme".