Finelli eventually left Rome for Naples in 1634 and enjoyed many productive years there, creating a notable series of saints for the cathedral church of San Gennaro.
His preference for the particular rather than the whole prevented Finelli from being a great statuary artist, although it enabled him to evolve a striking flair for portraiture. His masterpiece is the bust of Michelangelo Buonarroti the Younger, a descendant of Michelangelo and a close friend of Pietro da Cortona. Although Finelli's bust had no commemorative purpose, it is one of the finest of the seventeenth century. When he returned to Rome in 1650 he pursued a career as a portraitist.