This paper investigates the velocity-tracking problem of the gimbal system in a single gimbal control moment gyro (SGCMG) suffering from high-frequency disturbance. In order to accurately and quickly reject the high-frequency disturbance resulted from nonuniform mass distribution and manufacturing imperfection, a finite-time harmonic disturbance observer (FTHDO) is constructed according to the available information about the high-frequency disturbance. Then, a composite controller is developed to achieve simultaneous disturbance rejection and attenuation. The nominal control performance can be recovered under the high-frequency disturbance. It has been demonstrated that the velocity-tracking error can be stabilized by the proposed composite controller within finite time. Finally, numerical simulation results are presented to verify the superiority of the proposed method.