The stand-off was heavily involved in three of the four tries - including a perfectly weighted cross-kick for Robert Harley's match-clinching try - and added nine points with the boot in the 29-26 win.
Speaking to glasgowwarriors.org, Finn said: "I saw Rob Harley in the corner, but I don't know if he knew if it (the ball) was coming or not but I kicked it and had faith in Rob, I knew he'd get there.
"It was awesome to get the win in South Africa. The Cheetahs are really tough at home, so to grind out a performance like that was amazing for us and gives us a lot of confidence."
Finn was clearly happy to take away all five points from their trip to South Africa, but said all the focus during the game was on securing the win ahead of next Saturday's trip to Exeter.
He added: "I didn't really think about the bonus point during the game. When we got the third try I started to think about it, but the main thing was getting the win.
"It means we've now won all of our (six) games which gives us momentum going into Europe next weekend."