We introduce a new class of (α,β)-type exact solutions in Finsler gravity closely related to the well-known pp-waves in general relativity. Our class contains most of the exact solutions currently known in the literature as special cases. The linearized versions of these solutions may be interpreted as Finslerian gravitational waves, and we investigate the physical effect of such waves. More precisely, we compute the Finslerian correction to the radar distance along an interferometer arm at the moment a Finslerian gravitational wave passes a detector. We come to the remarkable conclusion that the effect of a Finslerian gravitational wave on an interferometer is indistinguishable from that of standard gravitational wave in general relativity...