We prove that a finite torsion-free associative conformal algebra has a finite faithful conformal representation. As a corollary, it is shown that one may join a conformal identity to such an algebra. Some examples are stated to demonstrate that a conformal identity cannot be joined to any torsion-free associative conformal algebra. In particular, there exist associative conformal algebras of linear growth and even locally finite ones that have no finite faithful representation. We also consider the problem of existence of a finite faithful representation for a torsion-free finite Lie conformal algebra (the analogue of Ado's Theorem). It turns out that the conformal analogue of the Poincaré—Birkhoff—Witt Theorem would imply the Ado Theorem for finite Lie conformal algebras. We also prove that every torsion-free finite solvable Lie conformal algebra has a finite faithful representation.