Finding the car in Seinaejoki, north of Helsinki, police saw that the mosquito had recently sucked blood and decided to send the insect for analysis.
The DNA found from laboratory tests matched a man on the police register.
The suspect denies stealing the car and says he was just hitch-hiking a lift with a man.
The car was stolen in June in the town of Lapua, some 380km (235 miles) north of the Finnish capital, the AFP news agency reports.
It was recovered several weeks later in Seinaejoki, about 25km from where it disappeared.
Sakari Palomaeki, the police inspector in charge of the case, said it was the first time Finnish police had used an insect to solve a crime.
"It is not usual to use mosquitoes. In training we were not told to keep an eye on mosquitoes at crime scenes," he said.
"It is not easy to find a small mosquito in a car, this just shows how thorough the crime scene investigation was," he added.
A prosecutor must now decide if the sample is strong enough for charges to be pressed.