A move that never worked out
Finne leaves the Billy Goats after two years at the club, following a move from SK Brann - a deal that cost them around €250k.
Unfortunately for the youngster, he was never able to replicate the form that earned him a move to Germany.
The 20-year-old made 22 appearances and scored two goals, adding a further four assists to that tally.
Despite only hitting the net twice, there was particular cause for celebration with one of them - a late equaliser against Rhine rivals Bayer Leverkusen.
Striking switches at Heidenheim
Finne is the third striker to move in, or out, of the 2. Bundesliga side this January.
Denis Thomalla has been brought in from Lech Poznan on loan for the remainder of the season, in a bid to bolster their attacking options.
Along with Finne and Thomalla, Heidenheim also have Smail Morabit and Andreas Voglsammer as attacking options through the middle.
It looks likely that the Norwegian recruit will be partnered with one of these three, at least initially, in a bid to bed him into the side quickly.
"We are delighted that it worked out to sign another striker for our team after Denis Thomalla," said Heidenheim director, Holger Sanwald.
He added, "Bard Finne is a highly talented young player who will give us new momentum in the attack."
Finne is the second youngster to leave the Billy Goats this window, after Kazuki Nagasawa left for Urawa Red Diamonds.