We sandwich a colloidal gel between two parallel plates and induce a radial flow by lifting the upper plate at a constant velocity. Two distinct scenarios result from such a tensile test: (i) stable flows during which the gel undergoes a tensile deformation without yielding, and (ii) unstable flows characterized by the radial growth of air fingers into the gel. We show that the unstable regime occurs beyond a critical energy input, independent of the gel's macroscopic yield stress. This implies a local fluidization of the gel at the tip of the growing fingers and results in the most unstable wavelength of the patterns exhibiting the characteristic scalings of the classical viscous fingering instability. Our work provides a quantitative criterion for the onset of fingering in colloidal gels based on a local shear-induced yielding in agreement with the delayed failure framework.