CERTIFICATION PURSUANT TO RULE 30A-2(B) UNDER THE 1940 ACT AND SECTION 906
                           OF THE SARBANES-OXLEY ACT

I, James A. Bowen, Chairman of the Board, President and Chief Executive Officer
of First Trust Exchange-Traded Fund (the "Registrant"), certify that:

      1.  The Form N-CSR of the Registrant (the "Report") fully complies with
          the requirements of Section 13(a) or 15(d) of the Securities Exchange
          Act of 1934, as amended; 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:  February 23, 2011           /s/ James A. Bowen
       ----------------------      ---------------------------------------------
                                   James A. Bowen, Chairman of the Board,
                                   President and Chief Executive Officer
                                   (principal executive officer)




I, Mark R. Bradley, Treasurer, Chief Financial Officer and Chief Accounting
Officer of First Trust Exchange-Traded Fund (the "Registrant"), certify that:

      1.  The Form N-CSR of the Registrant (the "Report") fully complies with
          the requirements of Section 13(a) or 15(d) of the Securities Exchange
          Act of 1934, as amended; 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:  February 23, 2011           /s/ Mark R. Bradley
       ----------------------      ---------------------------------------------
                                   Mark R. Bradley, Treasurer, Chief Financial
                                   Officer and Chief Accounting Officer
                                   (principal financial officer)