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We analyze universal and nonuniversal finite-size effects of lattice systems in a geometry above the upper critical dimension d = 4 within the O(n) symmetric lattice theory. On the basis of exact results for $n \to\infty$ and one-loop results for n = 1 we identify significant lattice effects that cannot be explained by the continuum theory. Our analysis resolves longstanding discrepancies between earlier asymptotic theories and Monte Carlo (MC) data for the five-dimensional Ising model of small size. We predict a {\it nonmonotonic} L dependence of the scaled susceptibility $\chi L^{-d/2}T_c$ with a weak maximum that has not yet been detected by MC data.

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