In this article, we study the finite-time consensus in probability for stochastic multi-agent systems. First, we give the nonlinear consensus protocol for multi-agent systems with Gaussian white noise, and define the concept of finite-time consensus in probability. Second, we prove that multi-agent systems can achieve the finite-time consensus in probability under five different kinds of communication topologies by using graph theory, stochastic Lyapunov theory and probability theory. Finally, some simulation examples are provided to illustrate the effectiveness of the theoretical results.