The popular couple broke up in the musical drama's third season finale, with a future episode set to introduce a new love interest - played by Terra Nova's Dean Geyer - for Rachel (Lea Michele).
"Rachel has moved cities, but hasn't quite moved on," Brennan told TV Guide. "[She's] caught in that period between being a teenager and being an adult.
"So [Finn is still] at the forefront of her mind, all the while the rest of her life is totally changing."
Finn actor Cory Monteith previously insisted that he will appear in "a lot" of the show's fourth season.
However, Brennan revealed: "When we come back, Finn is a mystery; no-one has heard from him."
Glee will return to Fox on Thursday, September 13. The series airs on Sky1 in the UK.