Taylor, 57, lost the opening three sets to Rob Cross before fighting back to win the fourth.
He launched his darts at the board after wrapping up the set before walking off the stage for a TV advert break.
But as he did so he was barracked by an Alexandra Palace supporter, prompting Taylor to stop to confront the fan.
After something was shouted TV cameras showed Taylor put up his middle finger before walking off.
The PDC World Championship final is Taylor’s last as a professional player before he retires.
Darts fans were warned by Wayne Mardle not to ruin the PDC World Darts Championship final.
A sell-out crowd of 3,500 crammed into the Alexandra Palace tonight to watch Taylor take on Rob Cross.
It’s Taylor’s last ever match as he hangs up his darts following this year’s tournament.
Before that he has the chance to win his 17th world title but there were worries in the build-up over the behaviour of supporters.
Fans booed and whistled while Michael van Gerwen threw for the match against Cross in the semis.
It forced the Dutchman to miss six darts at a double to win it and Sky Sports pundit Wayne Mardle has blasted the antics.
He said: “Maybe he would have missed anyway but we don’t know that.
“In commentary I called them stupid and I still stick by it. There’s no need for it, there’s absolutely no need.
“Do they not know what they are watching?
“They pay their money and have a good time but come on, respect the players.
“They are up there for entertainment, they are not up there to be shouted at or whistled at under extreme pressure. It’s not fair.”