The whole space $X$ is closed, so the answer is no.
Now let us change the problem to ask whether it is possible for every closed set apart from $X$ to be finite.
Let $p$ and $q$ be distinct points. Let $\epsilon=d(p,q)/4$. Let $B_p$ be the open ball with centre $p$ and radius $\epsilon$, and define $B_q$ similarly.
If every closed set apart from $X$ is finite, then the complement of $B_p$ and the complement of $B_q$ are both finite. But the union of these complements is $X$, contradicting the fact that $X$ is infinite.