We show finite time blow-up for strong solutions to the 3D Euler equations on the exterior of a cone. The solutions we construct has finite energy, and velocity is axisymmetric and Lipschitz continuous before the blow up time. We achieve this by first analyzing scale-invariant (radially homogeneous) solutions, whose dynamics is governed by a 1D system. Then we make a cut-off argument to ensure finiteness of energy.