Finley was married to actress Tawny Kitaen from 1997 to 2002. He filed for divorce three days after Kitaen was charged with committing domestic violence against him, having beaten him with a stiletto heel. They have two daughters, Wynter and Raine. Tawny Finley, in a declaration to the Orange County Superior Court, claimed Finley used steroids amongst other drugs. She also claimed he bragged about being able to circumvent MLB's testing policy. When told of his wife's accusations, which also included heavy marijuana use and alcohol abuse, Finley replied: "I can't believe she left out the cross-dressing."