As a top-rated goaltender Finley was drafted by the Nashville Predators of the National Hockey League (NHL) in the first round, sixth overall of the 1999 NHL Entry Draft. He signed a three-year contract with the Predators, including a sizeable signing bonus. He was invited to the 2000–01 Predators training camp and started in four games. He was sent back to the Colts following the camp as Mike Dunham's contract holdout had been resolved. However, after playing 20 games, Finley suffered a serious groin injury that required surgery.[2] The Colts traded Finley to the Brampton Battalion at the trade deadline for three players and two draft picks.[5]
Finley joined the Predators the following year and spent the next few years with Nashville's American Hockey League (AHL) affiliate, the Milwaukee Admirals. He made his NHL debut on January 1, 2003 in relief of the injured Tomáš Vokoun, allowing three goals.[2] He won the Calder Cup with the Admirals in 2004. On November 28, 2005, Finley was named AHL player of the week.[6] He was named AHL Goaltender of the Month for November on December 1, 2005.[7]
Finley was an unrestricted free agent following the 2005–06 season. He signed with the Boston Bruins on July 17, 2006.[8] During the 2006–07 season he played ten games for Boston's AHL affiliate, the Providence Bruins, and two games for Boston. In his first appearance for Boston, he replaced Tim Thomas in net, giving up two goals in a 6–4 loss to the Toronto Maple Leafs.[9] This would be his last professional season, as after the 2006–07 season Finley chose to retire after appearing in four NHL games.[2]