Finnigan was born in Montreal, Québec. She is the daughter of Diane Rioux Finnigan, and popular radio personality Jack Finnigan, who was a fixture on CJAD radio in Montreal from 1972 to 2005. She attended The Sacred Heart School of Montreal, a Catholic, all-girl private school, from which she graduated in 1996. Finnigan married actor Jonathan Silverman on June 7, 2007 on the island of Mykonos in Greece. She and Silverman have a daughter, born in September 2017.