The third Bishop of Helena was George Finnigan, a member of the Congregation of the Holy Cross who came to Montana from Notre Dame. He was the first member of the Holy Cross order to be chosen bishop of a diocese in the United States. He decided on several objectives for his episcopate: to win the understanding and the cooperation of the clergy and of the people; to establish means of encouraging and financing native vocations to the priesthood; and to improve the condition of the Native Americans entrusted to his care. These were the guidelines this quiet, unassuming prelate followed.

Bishop Finnigan's great interest in the Blackfeet Indians resulted in his adoption into that tribe. An impressive ceremony was conducted in Browning on April 22, 1928, by Moutnat Chief who gave Bishop Finnigan the name "Na-toa-ye-owa-shin" which means "Holy Word." He worked diligently in support of the Native Americans both with appeals for money to upgrade their churches, schools and infrastructure, and through prayer.

The U.S. experienced the great stock market crash during Bishop Finnigan's episcopacy. This event, combined with a severe drought Montana experienced during this time period, put substantial pressure on the Church to care for the poor. Bishop Finnigan led the effort to care for those throughout the diocese hurt most by these events.

One of Bishop Finnigan's great interests as Bishop of Helena was Mount St. Charles College. Coming from one of America's leading Catholic universities, he realized the importance of Catholic higher education. He devoted substantial resources and efforts to getting accreditation and long-term financial support for the institution. At the commencement exercises in 1932, Bishop Finnigan announced that, henceforth, the name of the school would be Carroll College in honor of its beloved founder.

Bishop Finnigan succeeded in founding the first diocesan newspaper, the Register, Western Montana Edition, which first appeared on March 6, 1932. Bishop Finnigan died on August 14, 1932, at age 47, and was buried at Notre Dame.