We prove the Bernstein inequality and develop the theory of holonomic D-modules for rings of invariants of finite groups in characteristic zero, and for strongly F-regular finitely generated graded algebras with FFRT in prime characteristic. In each of these cases, the ring itself, its localizations, and its local cohomology modules are holonomic. We also show that holonomic D-modules, in this context, have finite length. This is based on joint work with Josep Àlvarez Montaner, Daniel J. Hernández, Luis Núñez-Betancourt, Pedro Teixeira, and Emily E. Witt.