The theory of connections is an important field of research in differential geometry. It was initially developed to solve pure geometrical problems. In the Riemannian contex, M. M. Tripathi introduced a new linear connection on a Riemannian manifold, which generalizes many Riemannian connections such as symmetric, semi-symmetric, qurter-symmetric; Ricci qurter-symmetric; metric, non-metric and recurrent connections. In this paper, we extend the work of M. M. Tripath from Riemannian geometry to Finsler geometry, precisely, we investigate a new linear Finsler connection, which unifies the well known linear connections and provides new connections in Finsler geometry. This connection will be named general linear Finsler (GF-) connection. The existence and uniqueness of such a connection is proved. The curvature and torsion tensors are computed. A general reformulation for Cartan, Berwald, Chern and Hashiguchi connections is obtained. Various special cases and connections are studied and introduced. Moreover, some examples of this connection are studied.