Autochthonous hepatitis E (HEV) cases have been increasingly recognized and reported in Europe, caused predominantly by the zoonotic HEV genotype 3. The clinical picture is highly variable, from asymptomatic to acute severe or prolonged hepatitis in immunocompromised patients. The main route of transmission to humans in Europe is the ingestion of undercooked pork meat. Transfusion-transmitted HEV infections have also been reported. The aim of the study was to determine the HEV epidemiology and risk in the Finnish blood donor population. A total of 23,137 samples from Finnish blood donors were screened for HEV RNA from individual samples and 1012 samples for HEV antibodies. Additionally, laboratory-confirmed hepatitis E cases in 2016–2022 were extracted from national surveillance data. The HEV RNA prevalence data was used to estimate the risk of transfusion transmission of HEV in the Finnish blood transfusion setting. Four HEV RNA-positive were found, resulting in 1:5784 (0.02%) RNA prevalence. All HEV RNA-positive samples were IgM-negative, and genotyped samples represented genotype HEV 3c. HEV IgG seroprevalence was 7.4%. From the HEV RNA rate found in this study and data on blood component usage in Finland in 2020, the risk estimate for a severe transfusion-transmitted HEV infection is 1:1,377,000 components or one in every 6–7 years. In conclusion, the results indicate that the risk of transfusion-transmitted HEV (HEV TTI) in Finland is low. However, continuous follow-up of the HEV epidemiology in relation to the transfusion risk landscape in Finland is necessary, as well as promoting awareness in the medical community of the small risk for HEV TTI, especially for immunocompromised patients.