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The physics-informed neural network (PINN) is effective in solving the partial differential equation (PDE) by capturing the physics constraints as a part of the training loss function through the Automatic Differentiation (AD). This study proposes the hybrid finite difference with the physics-informed neural network (HFD-PINN) to fully use the domain knowledge. The main idea is to use the finite difference method (FDM) locally instead of AD in the framework of PINN. In particular, we use AD at complex boundaries and the FDM in other domains. The hybrid learning model shows promising results in experiments. To use the FDM locally in the complex boundary domain and avoid the generation of background mesh, we propose the HFD-PINN-sdf method, which locally uses the finite difference scheme at random points. In addition, the signed distance function is used to avoid the difference scheme from crossing the domain boundary. In this paper, we demonstrate the performance of our proposed methods and compare the results with the different number of collocation points for the Poisson equation, Burgers equation. We also chose several different finite difference schemes, including the compact finite difference method (CDM) and crank-nicolson method (CNM), to verify the robustness of HFD-PINN. We take the heat conduction problem and the heat transfer problem on the irregular domain as examples to demonstrate the efficacy of our framework. In summary, HFD-PINN, especially HFD-PINN-sdf, are more instructive and efficient, significantly when solving PDEs in complex geometries.