We will define the Monge-Ampère operator on finite (weakly) plurifinely plurisubharmonic functions in plurifinely open sets U ⊂ ℂ ⁿ and show that it defines a positive measure. Ingredients of the proof include a direct proof for bounded strongly plurifinely plurisubharmonic functions, which is based on the fact that such functions can plurifinely locally be written as difference of ordinary plurisubharmonic functions, and an approximation result stating that in the Dirichlet norm weakly plurifinely plurisubharmonic functions are locally limits of plurisubharmonic functions. As a consequence of the latter, weakly plurifinely plurisubharmonic functions are strongly plurifinely plurisubharmonic outside of a pluripolar set.