N-CSR EXHIBIT FOR ITEM 12(C): EX-99.906.CERT

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
ended June 30, 2006, certify, pursuant to 18 U.S.C.  Section 1350 enacted under
Section 906 of the Sarbanes-Oxley Act of 2002, that to our knowledge:

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: 08/30/06                          /s/ Peter E. Sundman
                                        ----------------------------------------
                                        Peter E. Sundman,
                                        Chief Executive Officer


Date: 08/30/06                          /s/ John M. McGovern
                                        ----------------------------------------
                                        John M. McGovern,
                                        Treasurer and Principal Financial and
                                        Accounting Officer

A signed original of this written statement required by Section 906 of the
Sarbanes-Oxley Act of 2002, or other document authenticating, acknowledging, or
otherwise adopting the signature that appears in typed form within the
electronic version of this written statement required by Section 906 has been
provided to the Registrant and will be retained by the Registrant and furnished
to the Securities and Exchange Commission (the "Commission") or its staff upon
request.

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.