Finch returned to Australia to make The Shiralee (1957), one of his favourite parts, and the tenth most popular movie at the British box office that year. He followed it with another Australian story, the bushranger tale Robbery Under Arms (1957), which did less well. However exhibitors still voted Finch the third most popular British star of 1957, and the fifth most popular overall, regardless of nationality.
Finch co-wrote and directed an award-winning short film, The Day (1960) and announced plans to direct a feature but it did not eventuate. He won his third BAFTA for Best Actor for No Love for Johnnie (1961), although like Oscar Wilde, the film lost money. He was originally chosen to play Julius Caesar in Cleopatra (1963) and filmed scenes in London, but when the film was postponed he withdrew; the role was recast with Rex Harrison.