Plastic deformation exhibits strong size dependence at the micron scale, as observed in micro-torsion, bending, and indentation experiments. Classical plasticity theories, which possess no internal material lengths, cannot explain this size dependence. Based on dislocation mechanics, strain gradient plasticity theories have been developed for micron-scale applications. These theories, however, have been limited to infinitesimal deformation, even though the micro-scale experiments involve rather large strains and rotations. In this paper, we propose a finite deformation theory of strain gradient plasticity. The kinematics relations (including strain gradients), equilibrium equations, and constitutive laws are expressed in the reference configuration. The finite deformation strain gradient theory is used to model micro-indentation with results agreeing very well with the experimental data. We show that the finite deformation effect is not very significant for modeling micro-indentation experiments.