What about:
Assume on the contrary that there does not exist any k \in \mathbb{Z}^{+} such that, for g \in G, g^{k} = 1_{G}, the identity. As G is finite, we can't have all g^{k} distinct for all positive integers k, as it would result in a set having infinite cardinality. Thus \exists k_{1}, k_{2} \in \mathbb{Z}_{+} such that k_{1} \neq k_{2}, g^{k_{1}} = g^{k_{2}}. Without loss of generality we may assume that k_{1} > k_{2}. But then g^{k_{1}}g^{-k_{2}} = g^{k_{2}}g^{-k{2}} \Leftrightarrow g^{k_{1}-k_{2}} = 1_{G}, and g_{1}-g_{2} \in \mathbb{Z}^{+}, which is a contradiction. Thus the assumtion that such an integer k exists must be false, and the assertion is proven.
This is actually pretty much what you stated, but formulated in such a way that it provides a proof. Though, one must be careful. For example, this proof uses the "laws of exponents" for groups, which has to be proven. Though, I suspect you have already done that in your course.