To prepare for a future Korean lunar orbiter mission, semi-optimal lunar capture orbits using finite thrust are designed and analyzed. Finite burn delta-V losses during lunar capture sequence are also analyzed by comparing those with values derived with impulsive thrusts in previous research. To design a hypothetical lunar capture sequence, two different intermediate capture orbits having orbital periods of about 12 hours and 3.5 hours are assumed, and final mission operation orbit around the Moon is assumed to be 100 km altitude with 90 degree of inclination. For the performance of the on-board thruster, three different performances (150 N with Isp of 200 seconds, 300 N with Isp of 250 seconds, 450 N with Isp of 300 seconds) are assumed, to provide a broad range of estimates of delta-V losses. As expected, it is found that the finite burn-arc sweeps almost symmetric orbital portions with respect to the perilune vector to minimize the delta-Vs required to achieve the final orbit. In addition, a difference of up to about 2% delta-V can occur during the lunar capture sequences with the use of assumed engine configurations, compared to scenarios with impulsive thrust. However, these delta-V losses will differ for every assumed lunar explorer's on-board thrust capability. Therefore, at the early stage of mission planning, careful consideration must be made while estimating mission budgets, particularly if the preliminary mission studies were assumed using impulsive thrust. The results provided in this paper are expected to lead to further progress in the design field of Korea’s lunar orbiter mission, particularly the lunar capture sequences using finite thrust.