By Tuomas Forsell and Jussi Rosendahl

HELSINKI (Reuters) - Finland hopes that security cooperation will be part of the negotiations for Britain's exit from the European Union, Finnish Prime Minister Juha Sipila said on Wednesday.

Militarily non-aligned Finland is worried about increased East-West tensions in the Baltic Sea and supports a more common defense policy in the EU, which is about to lose its biggest-spending military force following Britain's vote to leave the bloc.

Britain, which has traditionally favored the NATO alliance over possible duplicate structures in the EU, made clear last month it opposed any efforts to create a single European army or a joint EU military headquarters.

However, Brexit minister David Davis said last week one of the 'overarching aims' for the country was to maintain strong security cooperation with the EU. He did not give details.

"I think the security aspect could be another element in the (Brexit) agreement. For example, if the (EU's) solidarity clause would cover Britain, that would of course have value in these discussions," Sipila told Reuters in an interview at his official residence by the Baltic Sea.

"Then, it would differ from the treaties with Norway and Switzerland," he said, referring to treaties with those non-EU members which deal mainly with economic relations.

Sipila said adding the security aspect to the talks was not part of the EU's or Finland's negotiation strategy as yet.

EU leaders are due to meet on Thursday in Brussels following British Prime Minister Theresa May's speech earlier this month with pledges to curb immigration.

The EU insists that Britain must accept the 'four freedoms' - free movement of people, capital, goods and services - to remain in the single market.

"That sets the big picture for the talks," Sipila vowed.

(Editing by Tom Heneghan)