UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                     FORM 25

                   NOTIFICATION OF REMOVAL FROM LISTING AND/OR

                     REGISTRATION UNDER SECTION 12(b) OF THE
                        SECURITIES EXCHANGE ACT of 1934.


                                              Commission File Number 333-140895
                                                                     ----------


         Issuer:   First Trust Exchange-Traded AlphaDEX(R) Fund
         Exchange: American Stock Exchange LLC
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        (Exact name of Issuer as specified in its charter, and name of
             Exchange where security is listed and/or registered)


         120 East Liberty Drive, Wheaton, Illinois 60187           800-621-1675
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         (Address, including zip code, and telephone number, including
              area code, of Issuer's principal executive offices)


         See Attachment A
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                     (Description of class of securities)


Please place an X in the box to designate the rule provisions relied upon to
strike the class of securities from listing and registration:

[ ]    17 CFR 240.12d2-2(a)(1)

[ ]    17 CFR 240.12d2-2(a)(2)

[ ]    17 CFR 240.12d2-2(a)(3)

[ ]    17 CFR 240.12d2-2(a)(4)

[ ]    Pursuant to 17 CFR-240.12d2-2(b), the Exchange has complied with its
       rules to strike the class of securities from listing and/or
       withdraw registration on the Exchange.(1)


[X]    Pursuant to 17 CFR-240.12d2-2(c), the Issuer has complied with the
       rules of the Exchange and the requirements of 17 CFR 240.12d2-2(c)
       governing the voluntary withdrawal of the class of securities from
       listing and registration on the Exchange.


Pursuant to the requirements of the Securities Exchange Act of 1934, First
Trust Exchange-Traded AlphaDEX(R) Fund certifies that it has reasonable
grounds to believe that it meets all of the requirements for filing the Form
25 and has caused this notification to be signed on its behalf by the
undersigned duly authorized person.


October 27, 2008        By /s/ James A. Bowen          Chief Executive Officer
- ----------------        --------------------------     -----------------------
Date                    James A. Bowen                 Title




__________________
(1) Form 25 and attached Notice will be considered compliance with the
provisions of 17 CFR 240.19d-1 as applicable. See General Instructions.



                  Persons who respond to the collection of Information contained
SEC 1654(03-06)   in this form are not required to respond unless the form
                  displays a currently valid OMB control number.





ATTACHMENT A




NAME OF CLASS OF SECURITIES                              DESCRIPTION OF CLASS OF SECURITIES

                                                      
First Trust Consumer Discretionary AlphaDEX(R) Fund      Common Shares of Beneficial Interest,
                                                                $.01 par value per share

First Trust Consumer Staples AlphaDEX(R) Fund            Common Shares of Beneficial Interest,
                                                                $.01 par value per share

First Trust Energy AlphaDEX(R) Fund                      Common Shares of Beneficial Interest,
                                                                $.01 par value per share

First Trust Financials AlphaDEX(R) Fund                  Common Shares of Beneficial Interest,
                                                                $.01 par value per share

First Trust Health Care AlphaDEX(R) Fund                 Common Shares of Beneficial Interest,
                                                                $.01 par value per share

First Trust Industrials/Producer Durables                Common Shares of Beneficial Interest,
AlphaDEX(R)Fund                                                 $.01 par value per share

First Trust Materials AlphaDEX(R) Fund                   Common Shares of Beneficial Interest,
                                                                $.01 par value per share

First Trust Technology AlphaDEX(R) Fund                  Common Shares of Beneficial Interest,
                                                                $.01 par value per share

First Trust Utilities AlphaDEX(R) Fund                   Common Shares of Beneficial Interest,
                                                                $.01 par value per share

First Trust Large Cap Core AlphaDEX(R) Fund              Common Shares of Beneficial Interest,
                                                                $.01 par value per share

First Trust Mid Cap Core AlphaDEX(R) Fund                Common Shares of Beneficial Interest,
                                                                $.01 par value per share

First Trust Small Cap Core AlphaDEX(R) Fund              Common Shares of Beneficial Interest,
                                                                $.01 par value per share

First Trust Large Cap Growth Opportunities               Common Shares of Beneficial Interest,
AlphaDEX(R) Fund                                                $.01 par value per share

First Trust Large Cap Value Opportunities                Common Shares of Beneficial Interest,
AlphaDEX(R) Fund                                                $.01 par value per share





NAME OF CLASS OF SECURITIES                              DESCRIPTION OF CLASS OF SECURITIES

First Trust Multi Cap Growth AlphaDEX(R) Fund            Common Shares of Beneficial Interest,
                                                                $.01 par value per share

First Trust Multi Cap Value AlphaDEX(R) Fund             Common Shares of Beneficial Interest,
                                                                $.01 par value per share