The 39-year-old Finneran won a Tony for featured actress in a musical for her performance as barfly Marge MacDougall in "Promises, Promises." The production is a Broadway revival of the collaboration between playwright Neil Simon and songwriters Burt Bacharach and Hal David.
Last weekend, Finneran married longtime boyfriend, actor Darren Goldstein. Their child is due in the winter of 2011.
The producers of "Promises, Promises" announced Tuesday that her last performance will be Oct. 10 and that a successor will be chosen shortly.