The theme of The Magic Finger is the importance of developing compassion.

As the story opens, the Gregg family lacks compassion. They enjoy hunting simply for the thrill of killing animals, and they are rude to the eight-year-old girl next door. She gets so angry at their hard-heartedness about hunting that she zaps them with her "magic finger," a power that comes out when she is angry and that she cannot control.

The magic finger turns the tables on the Gregg family, First, they are unable to kill any ducks. Then they develop wings, and the ducks grow and develop hands that can hold guns. The hunters become the hunted. Once the Greggs feel what it is like to be helpless prey, they change. They promise that if they are spared, they will not hunt again.

The story's theme could be summed up as follows: it is important to walk to in the shoes of others—even animals—to learn to be compassionate. Another way of putting it would be that when we truly understand how others suffer at our hands, we can develop mercy and kindness. Dahl is ever on the side of the underdog and against the bully.