In 2000, he was selected to represent the Western Conference in the 2000 All-Star Game, in which he scored eleven points. On January 23, 2001, Finley tied an NBA record by recording eight steals in one half of a game. In 2001, he was again selected to represent the Western Conference on All-Star weekend. He played for the US national team in the 2002 FIBA World Championship, which lost a record-three games and failed to win a championship for the first time in a major competition since FIBA opened international competitions to NBA players.