NATO officials said the attack took place on Saturday close to the village of Donja Gusterica, near the town of Lipljan, 30km east of capital Pristina.
"Our understanding is that four Finnish peacekeepers were slightly injured during a routine foot patrol," Gerry Cooney, spokesman for the peacekeepers, said.
"Six persons have been detained and we are searching for the weapon," Cooney said.
Cooney said there were no indications as to who might have attacked the troops – the first direct attack upon the force since they took control of the province in June 1999.
In excess of 17,000 NATO-led peacekeepers, known as KFOR, are responsible for security in the volatile province that saw an outbreak of ethnic clashes in March when 19 people were killed and more than 900 injured.
The violence was the worst of its kind since 1999 as the Albanian majority attacked the Serb minority after unconfirmed reports of Albanian children being chased into a river by local Serbs and drowned.
The UN police later said it had no evidence to support claims that Serbs were involved in the death of the children.
NATO however sent some 2000 reinforcements to quell the violence that lasted for two days and saw destruction to mainly Serbian homes and infrastructure.
Albanian-dominated Kosovo has been under UN and NATO control since 1999 after a military campaign ended Belgrade's crackdown on the province's ethnic Albanians.