This work studies the finite-time control problem for discrete-time nonlinear Markov switching linear parameter varying (LPV) systems with denial-of-service (DoS) attacks. The aperiodic DoS attacks are introduced into the systems with partially unknown transition probabilities. First, considering the characteristics of aperiodic DoS attacks, an appropriate feedback controller is designed according to that whether it is attacked or not. Furthermore, the finite-time stability criteria of closed-loop system are derived by means of iterative technique and multiple Lyapunov functions. Finally, a turbofan engine model is taken as an example to verify the effectiveness and feasibility of the proposed finite-time control method.