A Catholic, Finnigan was a member of Labor's right-wing (Labor Unity) faction. In his maiden speech on 8 May 2006 Finnigan told the Parliament that "I am a servant of Christ and subject of His reign in history". During June 2008 on a conscience vote, he was among a number of Labor MLCs who joined Liberal and Family First MLCs to vote down an amendment to give same-sex couples legal access to gestational surrogacy. Finnigan opposed the legalisation of euthanasia. In 2009 he was described as "one of the most influential figures in Parliament" and a likely backbench candidate for the ministry, after the promotion of Tom Koutsantonis.