William Henry Finlay (born 17 June 1849 in Liverpool; died 7 December 1924 in Cape Town, South Africa) was a South African astronomer. He was First Assistant at the Cape Observatory from 1873 to 1898. He discovered the periodic comet 15P/Finlay. Earlier, he was one of the first to spot the "Great Comet of 1882" (C/1882 R1).