Hänellä on ketunhäntä kainalossa.
He has a fox tail under his arm.
The cunning fox is a metaphor for dishonesty, so hiding a fox tail refers to somekind of dodgyness. A similar idiom exists in English: “a wolf in sheep’s clothing”, and it’s also a common saying in Finnish: “Hän on susi lammasten vaatteissa.”
Another idiom related to suspicious things is “Juttuun oli koira haudattuna.” / “There’s a dog buried in it.” In English, you’d probably say something like “there’s something fishy about it” or “I smell a rat.”