She told the Daily Star Sunday: "I love James Bond films. Every film I've seen, I've always thought, 'I'd love to be that cool, sexy Bond girl'."
Finney said she was inspired by Caroline Cossey, who appeared as an extra in the 1981 Bond film 'For Your Eyes Only'.
Cossey posed in the pages of Playboy while promoting her appearance in the film, which also starred Roger Moore, before being 'outed' as trans in 1982.
Cossey spent decades educating the world about the transgender community.
It comes after Finney said playing a superhero in a blockbuster movie is one of her career ambitions and she's already had some interest from Hollywood.
Speaking at the Attitude Pride Awards, she said: "I'd love to be a superhero. I don't want to pick between Marvel and DC and limit my possibilities but definitely a superhero, like the first trans superhero ever."
Finney also confirmed she has had offers from Hollywood, saying: "I can't get into it but yeah there are things in the pipeline." Finney will star in 'Doctor Who' opposite Ncuti Gatwa, who is taking on the role of the Doctor in the new series.
Not much is known about Finney's role other than she will be called Rose - the same name as Billie Piper's character when she served as companion to David Tennant. Finney is not the first trans actor to be on 'Doctor Who' with actress Rebecca Root playing a companion and Bethany Black appearing on the show.
The 'Heartstopper' actress said she is 'so proud' to have joined the sci-fi show which has already started filming.