April 26, 2007





First Trust Exchange-Traded AlphaDEX(TM)Fund
1001 Warrenville Road, Suite 300
Lisle, Illinois 60532




        Re:        First Trust Exchange-Traded AlphaDEX(TM) Fund
        ---------------------------------------------------------

Ladies and Gentlemen:

        We have served as counsel for the First Trust Exchange-Traded
AlphaDEX(TM) Fund (the "Trust"), which proposes to offer and sell shares of each
of its series (the "Shares"), First Trust Consumer Discretionary AlphaDEX(TM)
Fund, First Trust Consumer Staples AlphaDEX(TM) Fund, First Trust Energy
AlphaDEX(TM) Fund, First Trust Financials AlphaDEX(TM) Fund, First Trust Health
Care AlphaDEX(TM) Fund, First Trust Industrials AlphaDEX(TM) Fund, First Trust
Materials AlphaDEX(TM) Fund, First Trust Technology AlphaDEX(TM) Fund, First
Trust Utilities AlphaDEX(TM) Fund, First Trust Large Cap Core AlphaDEX(TM) Fund,
First Trust Mid Cap Core AlphaDEX(TM) Fund, First Trust Small Cap Core
AlphaDEX(TM) Fund, First Trust Large Cap Value Opportunities AlphaDEX(TM) Fund,
First Trust Large Cap Growth Opportunities AlphaDEX(TM) Fund, First Trust Multi
Cap Value AlphaDEX(TM) Fund and First Trust Multi Cap Growth AlphaDEX(TM) Fund
(each, a "Fund," and collectively, the "Funds"), in the manner and on the terms
set forth in Amendment No. 3 and Pre-Effective Amendment No. 3 to its
Registration Statement on Form N-1A filed on April 26, 2007 (the "Amendment")
with the Securities and Exchange Commission under the Investment Company Act of
1940, as amended, and the Securities Act of 1933, as amended, respectively.

        In connection therewith, we have examined such pertinent records and
documents and matters of law, including the opinion of Bingham McCutchen LLP
issued to the Trust or Trust's counsel upon which we have relied as they relate
to the laws of the Commonwealth of Massachusetts, as we have deemed necessary in
order to enable us to express the opinion hereinafter set forth.

        Based upon the foregoing, we are of the opinion that:


April 27, 2007
Page 2


        The Shares of each Fund may be issued from time to time in accordance
with the Trust's Declaration of Trust dated December 6, 2006 and the Trust's
By-Laws, and subject to compliance with the Securities Act of 1933, as amended,
the Investment Company Act of 1940, as amended, and applicable state laws
regulating the sale of securities and the receipt by each Fund of the purchase
price, and such Shares, when so issued and sold by each Fund, will be legally
issued, fully paid and non-assessable, except that, as set forth in the
Amendment, shareholders of each Fund may under certain circumstances be held
personally liable for its obligations.

        We hereby consent to the filing of this opinion as an exhibit to the
Registration Statement (File No. 333-140895) relating to the Shares referred to
above, to the use of our name and to the reference to our firm in said
Registration Statement.

                                               Respectfully submitted,



                                               CHAPMAN AND CUTLER LLP