The selection of Saffman-Taylor fingers by surface tension has been widely studied. Here their selection is analysed by another regularisation widely adopted in studying otherwise ill-posed Stefan problems, namely kinetic undercooling. An asymptotic-beyond-all-orders analysis (which forms the core of the paper) reveals for small kinetic undercooling how a discrete family of fingers is selected; while these are similar to those arising for surface tension, the asymptotic analysis exhibits a number of additional subtleties. In Appendix 1 a description of some general features of the Hele-Shaw problem with kinetic undercooling and an analysis of the converse limit in which kinetic undercooling effects are large are included, while Appendix 2 studies the role of exponentially small terms in a simple linear problem which clarifies the rather curious behaviour at the origin of Stokes lines in the Hele-Shaw problem with kinetic undercooling.