Named after the road to Finchley, first called Finchley New Road.
It was built as a turnpike under the Finchley Road Act of 1826 and completed in 1835, avoiding the steep hills of the old route through Hampstead village further east. Tolls were collected at a gate at Childs Hill. Finchley probably means 'finches’ clearing' or 'Finch’s clearing'.