Born in Port Harcourt, Finidi played for three clubs in his country. In 1993, he arrived at AFC Ajax alongside compatriot Nwankwo Kanu. His impact with the Amsterdam side was immediate as he scored four goals in 27 games to help them win the Eredivisie title, which was also achieved in the following two seasons; additionally, as a starter, he appeared in consecutive UEFA Champions League finals, winning the 1994–95 edition against A.C. Milan.