Half-centuries from Steven Mullaney, James Taylor and Riki Wessels put the visitors in a strong position on Day One of the LV= County Championship match.
A late flurry of runs from debutant Peter Siddle took Nottinghamshire to 315/8 at the close of the first day's play.
Notts captain Chris Read would have been pleased by the application shown by his batsmen on a sunny day in St John's Wood, especially from opener Mullaney, who batted for 172 balls for his patient 52.
After Phil Jaques and Michael Lumb fell, he was joined by Taylor, who was a lot more positive for his 62.
Despite James Harris striking twice in one over to remove Taylor and Samit Patel, Nottinghamshire's strong batting performance continued, with contributions from Wessels (58), Read (40) and Australian Test bowler Siddle, who struck a quickfire 40 from 35 balls.
Middlesex will be pleased with the pace and aggression shown by Finn, who backed up his six wickets at Hove with 4/87, and Harris, who took 4/76.
However Nottinghamshire's score of 315 already looks a daunting one, and Middlesex will have their work cut out when it is their turn to bat.
Highlights: Middlesex v Nottinghamshire LV=CC day one