Police said there was no evidence to tie the bag to last weekend's cross-country, ski jumping and Nordic combined competitions, however.
The bag was found in a trash container by a highway between Rovaniemi and Kuusamo, where the World Cup events were held, and contained hypodermic needles and other equipment for blood transfusions.
The substances found in the bag, including fructose, are not classified as doping unless they are injected into the blood stream in liquid form, said Timo Seppala, chairman of the Finnish anti-doping commission, reports AP.
Police said the bag has been sent to a crime laboratory for further analysis.
Organizers said 39 urine samples and 296 blood tests were taken during the Kuusamo events, but that it would take several weeks for the results to be published.