Veikko Aaltonen (born 1 December 1955 in Sääksmäki, Finland) is a Finnish director, editor, sound editor, production manager and film and television writer and actor.

Aaltonen began his career in the mid-1970s working as a sound editor on various films. Early in his career, he worked with Rauni Mollberg as co-writer on two of his films, Milka (1980) and The Unknown Soldier (1985).

In 1987, Aaltonen directed his first feature film, Tilinteko, which he co-wrote with Aki Kaurismäki, who also produced the film. Five years later, he directed a film that has been considered his primary breakthrough, The Prodigal Son (1992). Aaltonene was the first Finnish director to work on topics like pedophilia, Sadomasochism and sexual subjugation without credibility and morality.Aaltonen has also made documentaries and directed TV series.