Mr Dowling told Shane Costelloe, prosecuting, that he and Finlay were on kitchen duties together and that Finlay became "irate" when Mr Dowling changed the station on the kitchen radio.
He said the accused came across the kitchen and was screaming and shouting at him.
He said Finlay came right up to his face and "squared up" to him and put his head down on his forehead.
The alleged victim told Dublin Circuit Criminal Court that the two men were then separated by firefighter JJ O'Callaghan. Finlay left but came back an hour later.
Mr Dowling said the accused began arguing with him again and was saying: "Go on hit me, hit me, I'll have your job".
He said Finlay then made a reference to Mr Dowling's deceased brother who hanged himself a year previously.
He said Finlay made the gesture of a hanging noose and called Mr Dowling's brother and family "scumbags".
He claimed he put his hand in the shape of a gun and said he would put a bullet in his head and shoot the rest of his family.
He said Finlay then left the station house and that he was concerned that he was going to get a gun.
He told the court the accused had served with the Irish army and described him as having a "fixation" with guns.
The court heard that the accused had often talked about owning handguns and a rifle and had once brought a handgun into the station. Mr Dowling said he was upset, sickened and scared by the alleged threats. He denied that at one stage he put his hands on Finlay's throat. He agreed that the firemen worked long hours in "exceptionally tense" situations and "got to know each other like brothers".
Under cross-examination he denied putting his hands on Finlay's throat during the row. He also denied that he waited 10 days before making a complaint to gardai because he did not take the threats seriously.
He told defence counsel, David Hegarty, that he went straight to his doctor after the row and later moved his fiancee out of their home for a week because of his fears.
He said he went to gardai after being advised by the Fire Brigade that there was nothing they could do about the matter.
The court heard that disciplinary proceedings were on hold pending the results of the criminal investigation.
The trial continues before Judge Desmond Hogan and a jury of six men and six women.