In this paper, we discuss the finite-time consensus problem for leaderless and leader–follower multi-agent systems with external disturbances. Based on the finite-time control technique, continuous distributed control algorithms are designed for these agents described by double integrators. Firstly, for the leaderless multi-agent systems, it is shown that the states of all agents can reach a consensus in finite time in the absence of disturbances. In the presence of disturbances, the steady-state errors of any two agents can reach a region in finite time. Secondly, for the leader–follower multi-agent systems, finite-time consensus algorithms are also designed based on distributed finite-time observers. Rigorous proof is given by using Lyapunov theory and graph theory. Finally, one example is employed to verify the efficiency of the proposed method.