Finney played Second XI cricket and Under-25 cricket for the next four years before breaking through into the Peakites' first-team squad. He made his first appearance as a lower-middle order batsman in 1982, and played in the County Championship consistently until 1988, when he suffered from a dip in his bowling form and found himself out of the first XI. He continued for a season in the second team, though come 1989, he was out of Derbyshire altogether, as the team cleared their ranks after two consecutive mediocre seasons.
In this year, he started playing Minor Counties Cricket for Norfolk, in the Minor Counties Championship and, in the final game of his career, as an opening batsman in the NatWest Trophy.
Throughout his career with Derbyshire, he played as a middle-order batsman, and a consistent bowler, with a first-class average with the ball peaking at 27 in 1985.