We consider a periodic Jacobi operator $H$ with finitely supported perturbations on ${\Bbb Z}.$ We solve the inverse resonance problem: we prove that the mapping from finitely supported perturbations to the scattering data: the inverse of the transmission coefficient and the Jost function on the right half-axis, is one-to-one and onto. We consider the problem of reconstruction of the scattering data from all eigenvalues, resonances and the set of zeros of $R_-(\lambda)+1,$ where $R_-$ is the reflection coefficient.