Finnis said on Wednesday morning a return for the defender to the playing field would be worked out between O'Brien and experts at the club.
"[With] a person such as Nathan Buckley as a coach, and peers like Luke Ball and Nick Maxwell, I'm sure that Harry will get the support … to deal with the issues off the field, but also get back to playing the great football he has been for the season so far".
Finnis said that although what O'Brien said on Tuesday was not a surprise to him it was always confronting to hear of the issues players were dealing with while carving out an AFL career.
"The players are playing great football on the weekends and they earn good money but they are not immune from any of the vulnerabilities and fallabilities that you or I might suffer in society."
Finnis said many workplaces juggled with respecting individual needs while maintaining professional standards.
Buckley's comments on O'Brien on Tuesday had demonstrated the coach's understanding of what balance was required.
Finnis said O'Brien's statement was a reminder of the responsibility that those who cover the game had to understand that players might have difficult issues in their lives beyond the football field.
He said the AFLPA supported a range of players and O'Brien deserved the space to work through his personal crisis.
"[Harry] has demonstrated a great capacity to show compassion for others and what we are seeing now is that players warrant some compassion coming back the other way."
Collingwood said O'Brien would not play on Friday night against Adelaide because Tuesday was the first time he had trained since he played in the Port Adelaide game 10 days earlier.
O'Brien's teammate Scott Pendlebury believes the defender could slip straight back into the fold against the Suns in round 17.
"He's got a week of training and hopefully that Gold Coast game in two weeks he can get back and be ready for," Pendlebury said.
"I think it's just a matter of time before he gets back in to the senior side."
Pendlebury said the players were already aware of O'Brien's personal issues.
"We know Harry is a person first and a footballer second," he said.
"I think everyone now understands that you've got to respect him and give him his space because that's what he's asked for and he's going through some pretty serious stuff."
The Magpies will welcome back last year's Copeland Trophy winner Dayne Beams against Adelaide.
"It's always nice to get your reigning best and fairest back. Beamsy's had a tough year and it's great to have him back and (I'm) looking forward to playing alongside him," Pendlebury said.
Pendlebury also said he was an advocate for the Leading Teams Program that Collingwood is undertaking, which is designed for players to give internal feedback to their peers.
"I think there's a myth out there that Leading Teams is putting one guy in a chair out the front and everyone just whacking him."
"So far we've had great buy in all the meetings that we've had and players are talking up in meetings and voicing their opinions."
