We show that the on-shell path integral for asymptotically flat Euclidean spacetimes can be given in the first-order formulation of general relativity, without assuming the boundary to be isometrically embedded in Euclidean space and without adding infinite counter-terms. For illustrative examples of our approach, we evaluate the first-order action for the four-dimensional Euclidean Schwarzschild and NUT-charged spacetimes to derive the corresponding on-shell partition functions, and show that the correct thermodynamic quantities for the solutions are reproduced.