Neither side has previously qualified for a Women's World Cup, and the winner of this tie will still have to overcome either Belarus or Italy for a place in Brazil next year, but it's Finland who have the upper hand at the halfway point, though they survived a late scare to get the much-needed home win.
Helmarit were in control at half-time after Emma Koivisto turned in Nea Lehtola's corner in the 28th minute, and less than 10 minutes later Lotta Lindstrom scored her fifth international goal to put Finland 2-0 up.
Finland still enjoyed plenty of the territory after the break but weren't as clinical, and they were punished for not putting the game to bed when Vesna Milivojevic scored for Serbia eight minutes from time.
That goal could have changed the complexion of the tie completely with Serbia hosting the second leg, but the home side held their nerve and a flurry of late chances, which resulted in Evelina Summanen finding Sanni Franssi, who slotted home to restore the two-goal cushion.
Serbia host the second leg on 13th October.