Finch is the competition's top scorer this season, with 497 runs at an average and strike rate of 99.4, while McKay was recently named Australia's one-day international player of the year.
Both were missing when the Bulls downed Victoria in their last round-robin match, at the MCG, to qualify for the final.
Earlier in the season, Finch smashed 154 from 141 balls to set up a record 190-run win over Queensland at the Gabba.
Victoria last won the one-day title two years ago.
But that came after a run of four straight defeats in the final, including losses to Queensland in the 2007 and 2009 deciders at the MCG.
Queensland have regained Joe Burns, Alister McDermott and Cameron Boyce from Australia A duty, while all-rounder Michael Neser has replaced the injured Ben Cutting.
Victoria: Cameron White (capt), Fawad Ahmed, Aaron Finch, Peter Handscomb, John Hastings, Michael Hill, David Hussey, Clint McKay, Darren Pattinson, Rob Quiney, Chris Rogers, Will Sheridan.
Queensland: James Hopes (capt), Joe Burns, Peter Forrest, Cameron Gannon, Ryan Harris, Chris Hartley, Nathan Hauritz, Alister McDermott, Greg Moller, Michael Neser, Luke Pomersbach, Nathan Reardon (12th men to be named).