"Finally" is a "bombastic ballad", set to the style of Broadway theatre. It features a "dramatic piano" and "string-laden" coda. The song is set in common time composed in a moderate tempo of 84 beats per minute, with a main key of C major with a vocal range from the tone of G3 to the note of E5. Fergie "gets introspective" and "lets loose" about her past troubles and dreams in the song. According to Bill Lamb of About.com, Fergie "blows the listener away" with "Finally", a track that is "truly huge".