James Finley was born in 1781 in North Carolina, but he grew up in western Kentucky and Ohio. His parents wanted to make sure that he had a good education. Finley studied medicine, literature, and after joining the Methodist Church, the Bible.
Finley served as a missionary to the Wyandot Indians living at Upper Sandusky. The United States government allowed the Wyandots to live there on a reservation. During the 1810s, Finley assisted John Stewart in establishing a mission at Upper Sandusky. In 1821, when Finley was in his early forties, he became the Methodist superintendent of the reservation. He was charged with starting a school as well as mission outreach to the Wyandots. Finley was able to convert many of the natives to Christianity.
Finley left the mission in 1827, but he continued his work with the Wyandots. After serving as the chaplain to the Ohio Penitentiary for several years, Finley retired to southern Ohio and continued his ministry until his death in 1856.