A systematic development of the so-called Palatini formalism is carried out for pseudo-Finsler metrics $L$ of any signature. Substituting in the classical Einstein-Hilbert-Palatini functional the scalar curvature by the Finslerian Ricci scalar constructed with an independent nonlinear connection $mathrm{N}$, the metric and affine equations for $(mathrm{N},L)$ are obtained. In Lorentzian signature with vanishing mean Landsberg tensor $mathrm{Lan}_i$, both the Finslerian Hilbert metric equation and the classical Palatini conclusions are recovered by means of a combination of techniques involving the (Riemannian) maximum principle and an original argument about divisibility and fiberwise analyticity. Some of these findings are also extended to (positive definite) Riemannian metrics by using the eigenvalues of the Laplacian. When $mathrm{Lan}_i eq 0$, the Palatini conclusions fail necessarily, however, a good number of properties of the solutions remain. The framework and proofs are built up in detail.
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