England bowler Steven Finn registered a hat-trick with the final three balls of the Aussie innings. Photo: Cricket Australia

Steven Finn became the first England bowler to take a World Cup hat-trick with wickets off the final three balls of Australia's 342-9 in Mebourne.

Finn removed Brad Haddin, Glenn Maxwell and Mitchell Johnson to deny Australia an MCG record total of 344.

He finished with figures of 5-71, the second most expensive five-wicket haul in one-day history.

"A fortuitous and unheralded hat-trick," said ex-England spinner Graeme Swann. "He seemed embarrassed by it."

Finn's hat-trick in England's tournament opener against co-hosts Australia was the eighth in World Cup history.