"It's a game we have to win, there's no doubt about that. It was a great result for us when they beat Everton but now we have to do the job ourselves tonight," he told the club wesbite.
"There's no point beating Everton if we lose to Blackburn. We need to win both games and get that gap down to just two points. For a long time now we've been saying we have a game in hand. Well, it has finally come around and we have to make it count," he added.
Finnan admitted it would be a hard fought match, but that with team confidence high following the drubbing of Bayer Leverkusen last week, he was confident of victory.
He said: "Confidence is really high at the moment after our result in the Champions League and we can't wait for tonight's game. We need to be positive from the start and take the game to them. They'll be confident at the moment and might fancy their chances of getting a result against us, but we're at home and we're playing well so we fancy our chances as well."