We consider numerical instability that can be observed in simulations of solitons of the nonlinear Schrödinger equation (NLS) by a split-step method (SSM) where the linear part of the evolution is solved by a finitedifference discretization. The von Neumann analysis predicts that this method is unconditionally stable on the background of a constant-amplitude plane wave. However, simulations show that the method can become unstable on the background of a soliton. We present an analysis explaining this instability. Both this analysis and the features and threshold of the instability are substantially different from those of the Fourier SSM, which computes the linear part of the NLS by a spectral discretization. For example, the modes responsible for the numerical instability are not similar to plane waves, as for the Fourier SSM or, more generally, in the von Neumann analysis. Instead, they are localized at the sides of the soliton. This also makes them different from "physical" (as opposed to numerical) unstable modes of nonlinear waves, which (the modes) are localized around the "core" of a solitary wave. Moreover, the instability threshold for the finite-difference split-step method is considerably relaxed compared with that for the Fourier split-step.