In 1870, he was an unsuccessful candidate for election to the Forty-second Congress. He served in the Kentucky State Senate in 1875 and 1876, when he resigned. He was appointed in 1876 by President Grant as United States Attorney for Kentucky, and served until 1877. He resumed the practice of law. He served as judge of the fifteenth judicial circuit from 1880 to 1886.
Finley was elected as a Republican to the Fiftieth and Fifty-first Congresses (March 4, 1887 – March 3, 1891). He was an unsuccessful candidate for renomination in 1890. He resumed the practice of law and also engaged in the coal mining business.
He died in Williamsburg, Kentucky at the age of 73, and according to the United States Congress biography, he was interred in Woodlawn Cemetery, yet he was actually buried in Finley Cemetery in Williamsburg, Whitley County, Kentucky. His large upright grave marker lists his political accomplishments.
He married Jane Moss and the couple had two sons and three daughters.