Finney meninggal pada 7 Februari 2019 karena infeksi dada yang dideritanya. Dia dirawat di Rumah Sakit Royal Marsden di London sampai meninggalnya pada usia 82 tahun..<ref>{{cite news |title=Actor Albert Finney dies aged 82 |url=https://www.bbc.co.uk/news/entertainment-arts-47175304 |date=8 Februari 2019|website=BBC News |publisher=BBC}}</ref><ref>{{cite news|url=https://www.cnn.com/2019/02/08/entertainment/albert-finney-dead-scli-intl-gbr/index.html|title=Albert Finney, five-time Oscar nominee, dead at 82|date=9 Februari 2019|first=Jack|last=Guy|work=CNN}}</ref><ref>{{cite news |url=https://www.nytimes.com/2019/02/08/movies/albert-finney-dead.html|title=Albert Finney, 'Angry Young Man' Who Became a Hollywood Star, Dies at 82|newspaper=[[The New York Times]]|access-date=8 Februari 2019}}</ref>
