In this work, the finite-time asymptotic tracking control problem of uncertain multi-agent systems with unknown control gains is studied. For the unknown control gain of each subsystem in multi-agent systems, we consider using the Nussbaum gain function techniques to handle them. To deal with the unknown uncertain nonlinear dynamics, the radial basis function neural network is introduced in each step of the dynamic surface control design. In addition, a nonlinear compensating term with the estimation of an unknown bounded parameter is designed to avoid repeated differentiation of each virtual control law. Then, based on the neural network control method, dynamic surface control technique, and finite-time control theory, an adaptive neural network finite-time dynamic surface control law is finally designed. Using stability analysis, it is proven that the presented adaptive control law can guarantee all signals of the closed-loop system semi-global practical finite-time stable, and the tracking error of each follower agent can converge to a small neighborhood of zero in finite time. Finally, a class of single-link robot systems is provided to illustrate the effectiveness of the designed control law.