LONDON — Finnish officials said on Wednesday that they were still in the dark about the origin of an underwater vessel that a day earlier had prompted the navy to fire depth charges — the first such warning in more than 10 years, according to local news media.

The episode generated anxiety in Finland, which shares a long border with Russia and where memories of the Cold War run deep. News of the warning shots stirred speculation in the Finnish news media that the unidentified object, thought to be a submarine, had been sent by Moscow.

Max Arhippainen, a spokesman for the Finnish Ministry of Defense, said the country was being vigilant at a time of heightened anxieties in the region. He said that such warning shots were a very rare event and stressed that the nationality of the unidentified vessel was not known. “We don’t know what the object was, but the navy had enough reason to take action and to launch a warning explosive,” he said by phone from Helsinki, the capital.

While declining to be drawn on possible Russian involvement, he said, “We have seen more Russian activity in the Baltic area. To some degree, people are more worried than before.”