We analyze the stability properties of Lur'e systems with piecewise continuous nonlinearities by exploiting the notion of set-valued Lie derivative for Lur'e-Postnikov Lyapunov functions. We first extend an existing result of the literature to establish the global asymptotic stability of the origin under a more general sector condition. We then present the main results of this work, namely additional conditions under which output and state finite-time stability properties also hold for the considered class of systems. We highlight the relevance of these results by certifying the stability properties of two engineering systems of known interest: mechanical systems affected by friction and cellular neural networks.