In this paper, a new finite-time stability (FTS) concept, which is defined as positive FTS (PFTS), is introduced into discrete-time linear systems. Differently from previous FTS-related papers, the initial state as well as the state trajectory is required to be in the non-negative orthant of the Euclidean space. Some test criteria are established for the PFTS of the unforced system. Then, a sufficient condition is proposed for the design of a state feedback controller such that the closed-loop system is positively finite-time stable. This condition is provided in terms of a series of linear matrix inequalities (LMIs) with some equality constraints. Moreover, the requirement of non-negativity of the controller is considered. Finally, two examples are presented to illustrate the developed theory.