Let $\Lambda$ be a finite dimensional algebra and $G$ be a finite group whose elements act on $\Lambda$ as algebra automorphisms. Under the assumption that $\Lambda$ has a complete set $E$ of primitive orthogonal idempotents, closed under the action of a Sylow $p$-subgroup $S \leqslant G$, we show that the skew group algebra $\Lambda G$ and $\Lambda$ have the same finitistic dimension and the same strong global dimension if the action of $S$ on $E$ is free. Using a homological characterization of piecewise hereditary algebras proved by Happel and Zacharia, we deduce that $\Lambda G$ is piecewise hereditary if and only if $S$ acts freely on $E$ and $\Lambda$ is piecewise hereditary as well.