With a maiden Liiga title on the line for both teams, it was unsurprising that the opening period in the best-of-seven series was cagey, with neither side able to lay a glove on their opponents.
It took until the 10th minute of the second period for the deadlock to break - Jesper Mattila picked out Lasse Lappalainen from behind the net, and the latter was able to unleash a clean strike that gave the home side the lead.
Seven minutes later, SaiPa finally got themselves on the board, when a long pass from Karri Aho found Miska Siikonen, and he laid the puck on a plate for Heikkila to finish in front of the net.
Having scored once, the visitors regained their confidence, and took the lead just 16 seconds later. Antti Kalapudas stole the puck in the attacking zone from Tuomas Salmela, and played a one-two with Roni Karvinen before burying a strike past Stefanos Lekkas.
Two became three for SaiPa early in the third, as Heikkila was in the right place to tap home after the puck was ricocheting off Lekkas and his defenceman.
By the fourth minute, he had completed his hattrick - the KalPa defence gave him far too much space on the left wing, allowing him to place the puck right in the top corner of the net.
Matyas Kantner gave the home side hope when he picked up a lose puck from a face-off and finished neatly past Kari Piiroinen, but that hope was dashed within a minute as SaiPa added a fifth.
Shorthanded, the Lappeenranta side were able to break out of their defensive zone and play the puck up to Ville Petman, who raced away and evaded Lekkas to put the game to bed.
Kalapudas scored into an empty net from inside his own defensive zone to add the final flourish to a 6-2 win, as Piiroinen picked up an assist.
SaiPa now have the chance to put daylight between the teams in game two, which they host tonight.
The top two from the regular season had to contend with a battle for the bronze medal, but hosts Lukko, who finished top of the pile after 60 matches, finish empty-handed after losing 5-4 in overtime to Ilves.
Four times the visitors from Tampere took the lead, and four times they were pegged back. Carl Klinberg scored the Lynx's first two goals, while Ponthus Westerholm scored the first and final equalisers for Lukko.
But in overtime, there would be no opportunity for the home side to level the scores if they went behind for a fifth time. Inevitably, they did in just the fourth minute, when Ville Meskanen drove the puck into the roof of the net.
Bronze is a small step down from silver a year ago, but at least Ilves end their campaign on a high. Despite ending on a sour note, Lukko's fourth place is their best finish since they last won the title in 2021.