This paper investigates finite-time formation control problems of heterogeneous multi-agent systems subject to mismatched and matched disturbances. The studied agents are modelled with both different orders and dimensions. To achieve the desired finite-time formation control goal, a novel signal generator based finite-time formation control scheme is proposed, which is composed of two parts. In the first part, a distributed finite-time signal generator is established to produce formation references for the agents in finite time. In the second part, based on finite-time observer technique and homogeneous systems theory, a kind of composite anti-disturbance controllers are constructed for the agents to track the formation references in finite time. In this way, the studied multi-agent system completes the desired finite-time formation control task. Compared with the existing results, the proposed control scheme solves the disturbed finite-time formation control problems with both different agents’ orders and dimensions, simplifies the formation controller design by using a modular design philosophy, and makes the agents have a plug and play feature. A simulation example is shown to validate the effectiveness of the proposed control scheme.