Finzi had to resign as under-secretary of the interior, when in 1924, the Socialist deputy Giacomo Matteotti was murdered. From 1925 to 1928, he was president of the Italian National Olympic Committee. He would leave the chamber of deputies in 1928. He became a fierce opponent of the fascist racial laws of 1938. After deposition of Mussolini by the Grand Council of Fascism Finzi beacme engaged in the resistance struggle against the German occupying forces. In February 1944, he had been captured by the SS and identified as an opponent of the German Occupation of Italy. In retaliation for a bomb attack which claimed the lives of 33 members of the German Polizeiregiment Bozen on March 23, he with 330 other Italians became victims of the Ardeatine massacre in March 24, 1944.