The problem of finite-time state feedback control is considered in this paper for a class of discrete-time switched systems with time delay. Firstly, the concepts of finite-time stability and finite-time boundedness are extended to discrete-time switched systems with time delay, respectively. Then, by resorting to the average dwell time approach and Lyapunov-Krasovskii functional technology, some new delay-dependent criteria guaranteeing finite-time boundedness and stability are developed. The state feedback controller is also obtained by virtue of a cone complement linearization (CCL) method. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed results.