All-rounder Ashton Turner makes his ODI debut for Australia in the day-night game, which marks the start of the five-match series between the sides.
Alex Carey is wicketkeeper for the visitors in place of Peter Handscomb, who was behind the stumps during his team's 2-0 sweep in the recent Twenty20 series against the hosts.
"It looks like a dry wicket. Hopefully, we can post a big score. We want to keep improving all the time," Finch, who is set to play his 100th ODI, said at the toss.
"We have made good ground in ODIs in the last 4-5 months. We have made very good progress," he added.
Captain Virat Kohli said his side will look to fine-tune in its final five ODIs before the 50-over World Cup kicks off in England and Wales later this year.
Ravindra Jadeja came into the playing XI in place of Yuzvendra Chahal, who was rested.
"We want to continue what we did in New Zealand and Australia. Our intensity was top-notch and that's exactly we need here," said Kohli.
"A couple of things we need to work on in our middle-order. We want to up the scoring rate more in the middle overs. (But) we are pretty balanced as a side."
Virat Kohli (capt), Rohit Sharma, Shikhar Dhawan, Ambati Rayudu, Mahendra Singh Dhoni, Kedar Jadhav, Vijay Shankar, Ravindra Jadeja, Kuldeep Yadav, Mohammed Shami, Jasprit Bumrah
Aaron Finch (capt), Usman Khawaja, Marcus Stoinis, Peter Handscomb, Glenn Maxwell, Ashton Turner, Alex Carey, Nathan Coulter-Nile, Pat Cummins, Adam Zampa, Jason Behrendorff
Umpires: Joel Wilson (WIS), Nitin Menon (IND)
TV Umpire: Kumar Dharmasena (SRI)
Match Referee: Ranjan Madugalle (SRI)