In this paper, finite-time multi-agent consensus problems are considered under networks associated with signed graphs whose edge weights can be not only positive but also negative. A nonlinear consensus protocol is proposed to guarantee the states of all agents to converge in a finite time. If the signed graph is structurally balanced, then the final consensus states of all agents are the same in modulus but not in sign. Otherwise, if the signed graph is structurally unbalanced, then the states of all agents converge to zero. Moreover, the final consensus states of agents can be provided uniformly regarding a signed-average quantity that depends on both the initial states of agents and the topology structure of the whole multi-agent network. Numerical simulations illustrate that the protocol is effective in achieving the finite-time consensus of agents under signed graphs and can particularly solve the finite-time average consensus problem of agents when their associated graph has all positive edge weights.