Exhibit 99.906.CERT

N-CSR EXHIBIT FOR ITEM 10(b): SECTION 906 CERTIFICATIONS

CERTIFICATION PURSUANT TO SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002

In connection with the Certified Shareholder Report of Lehman Brothers/First
Trust Income Opportunity Fund (the "Registrant") on Form N-CSR for the period
ending June 30, 2005, as filed with the Securities and Exchange Commission on
the date hereof ("the Report"), the undersigned hereby certifies that:

1. The Report fully complies with the requirements of Section 13(a) or 15(d) of
the Securities Exchange Act of 1934, and

2. The information contained in the Report fairly presents, in all material
respects, the financial condition and results of operations of the Registrant.


Date:  8/31/05                /s/ Bradley Tank
      ---------------        ------------------------------------------------
                              Bradley Tank, President/Chief Executive Officer


This certification is being furnished to the Commission solely pursuant to Rule
30a-2(b) under the Investment Company Act of 1940, as amended, and 18 U.S.C.
Section 1350 and is not being filed as part of the Form N-CSR with the
Commission.



CERTIFICATION PURSUANT TO SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002

In connection with the Certified Shareholder Report of Lehman Brothers/First
Trust Income Opportunity Fund (the "Registrant") on Form N-CSR for the period
ending June 30, 2005, as filed with the Securities and Exchange Commission on
the date hereof ("the Report"), the undersigned hereby certifies that:

1. The Report fully complies with the requirements of Section 13(a) or 15(d) of
the Securities Exchange Act of 1934, and

2. The information contained in the Report fairly presents, in all material
respects, the financial condition and results of operations of the Registrant.


Date:  8/31/05                /s/ Edward Grieb
      ---------------        ---------------------------------------------------
                              Edward Grieb, Treasurer/Chief Financial Officer


This certification is being furnished to the Commission solely pursuant to Rule
30a-2(b) under the Investment Company Act of 1940, as amended, and 18 U.S.C.
Section 1350 and is not being filed as part of the Form N-CSR with the
Commission.