On 2 May 2006, Finnigan was appointed to the South Australian Legislative Council (upper house) as Labor's candidate to fill the remainder of the term left vacant by the death of former minister Terry Roberts. Finnigan described his own policy interests as including "economic development, industrial relations, federal-state relations, family issues and building social capital". Having participated in a number of parliamentary committees, he served as Parliamentary Secretary to Premier Mike Rann from April 2010 until he was appointed as a minister. He was third on Labor's upper house ticket at the 2010 election and was subsequently re-elected with an eight-year term, set to expire in 2018.