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Recently, several people study finite multiple zeta values (FMZVs) and finite polylogarithms (FPs). In this paper, we introduce finite multiple polylogarithms (FMPs), which are natural generalizations of FMZVs and FPs, and we establish functional equations of FMPs. As applications of these functional equations, we calculate special values of FMPs containing generalizations of congruences obtained by Me\v{s}trovi'c, Z. W. Sun, Z. W. Sun-L. L. Zhao, and Tauraso-J. Zhao. We show supercongruences for certain generalized Bernoulli numbers and the Bernoulli numbers as an appendix.

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