And Finnegan was a key part of the Royals' unforgettable Wild Card win, holding the A's in check in the 10th and 11th innings after manager Ned Yost already had used his big guns in the bullpen.
But with high hopes of making the team out of Spring Training, Finnegan instead had to deal with being sent to Double-A Northwest Arkansas. And since then, Finnegan has been recalled, sent down, recalled, sent down, and recalled again.
"It's all part of it," Finnegan said. "Everyone goes through it. It's out of my reach."
Yet Finnegan can't hide the fact that he wishes he was in the Majors full time.
"Obviously I'm disappointed," he said. "No one likes the Minor Leagues. It's not fun. But it's all part of it."
Finnegan started the season as a starter at Northwest Arkansas. Then he went to the bullpen. When he was optioned to Triple-A Omaha, he suddenly was switched to being a starter again. The Royals hoped that working out of the windup again might get his arm slot a little more over the top.
And, of course, the plan has been interrupted often when Finnegan has been needed at the big league level in the bullpen.
"I'll do whatever they ask," he said.
But Finnegan does dispute that his arm slot might be an issue.
"I don't think it's my arm slot dropping," he said. "I've never been an over-the-top guy anyway. I'm not going to change that now. I've always been a high three-quarters guy. It works. It gets outs."
With the Royals, Finnegan has been good, posting a 2.03 ERA and a 1.05 WHIP through seven games. He had a 2.77 ERA at Northwest Arkansas. But at Omaha he has given up 11 runs in 11 innings.
"My stuff has been good," he said. "Everyone is going to have little rocky periods where it's not happening. But it's been good.
"I'm just going to enjoy my time here and help this team when I can."