We characterize the Hurewicz cofibrations between finite topological spaces, that is, the continuous functions between finite topological spaces that have the homotopy extension property with respect to all topological spaces. In particular, we show that cofibrations between connected non-empty finite topological spaces are homotopy equivalences. As a consequence of our characterization, we obtain a simple algorithm capable of determining whether a given continuous function between finite topological spaces is a cofibration.