In order to achieve the rejection of the ocean current disturbances and fast convergence in the depth positioning process of the deep-sea self-holding intelligent buoy (DSIB), a finite-time boundedness (FTB) depth control strategy based on over shoot estimation in pole placements (OEIPP) method has been proposed in which variable gains are adjusted for the DSIB closed-loop system. In this paper, the system parameters have been investigated including depth error, transient time, control gains and current disturbances. The mathematical model for the DSIB dynamic motion is established by combining the pressure hull deformation and the current disturbances model. At the same time, as the DSIB closed-loop system need be established by the finite-time transformation matrix, the establishment process on the FTB depth control strategy with a OEIPP method has been proofed. Finally, to observe the transient state of the DSIB closed-loop control system in finite time, an adjustment rule of the control gains under different current disturbances based on the FTB depth control method is analyzed. The performance of the control strategy is validated through simulations and at-sea experiments, and its feasibility established. The results show that the proposed control strategy can guarantee that the DSIB reaches the allowable depth errors of a target depth under the ocean current disturbances within a finite time. They also provide a useful guide for establishing an adjustment rule for the control gains under various current disturbances within a finite time.