The home side slumped to a crushing six-wicket defeat with more than 20 overs to spare in the opening one-dayer in Perth on Sunday, dispelling any hope a corner might have been turned after a grim eight months since the ball-tampering scandal.
They have now crashed to 17 losses in their last 19 ODIs, including an unparalleled seven defeats in a row, with batting failures a feature for much of the year.
"You'd say that guys are probably at times doubting themselves," Finch said.
On Sunday they were reduced to 8-3 and 66-6 before Nathan Coulter-Nile (34) and Alex Carey (33) steered them to 152 all out, again exposing how much they are missing the banned Steve Smith and David Warner.
"When you're 8-3, you probably have to go and play a different style of one-day cricket than what you map out in your head about how you think the game will unfold.
"When guys are not performing as well as they can do, there's always going to be a bit of doubt." Outside of Carey, no one in the Australian top six scored more than 15, with flawed techniques and poor shot selection at fault on a lively Perth Stadium wicket against a world-class attack led by Dale Steyn and Kagiso Rabada.
With less than seven months until the start of the World Cup, Finch is adamant Australia's luck will change.
'Wheel will turn'
"It will turn," he said.
"The way we are training and preparing, the wheel will turn, and it will happen quickly." And he won an ally in Steyn, who came to their defence.
"I don't think they need to be too embarrassed by it," he said. "The conditions were tough. Throw another 30, 40 runs on there and it becomes quite a tricky chase.
"I think we outbowled them. I don't think they bowled as well as they potentially could have. That was the difference." Despite the return of Mitchell Starc and Pat Cummins from injury, the Australian attack was lacklustre, in contrast to the fiery Proteas.
He said it was an experiment to try to snap their losing streak.
"It's just a tactical thing to be honest," he said.
"Sixteen out of 18 losses in a row, 17 out of 19 now, we're looking for something to try, to try some new things, something different.
"If you keep doing the same thing over and over it's the definition of insanity, isn't it?" The second of the three-game series is at Adelaide on Friday.