CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

We consent to the incorporation by reference in this Post-Effective Amendment to Registration Statement No. 333-140895 on Form N-1A of our reports dated September 22, 2022, relating to the financial statements and financial highlights of First Trust Consumer Discretionary AlphaDEX^® Fund, First Trust Consumer Staples AlphaDEX^® Fund, First Trust Energy AlphaDEX^® Fund, First Trust Financials AlphaDEX^® Fund, First Trust Health Care AlphaDEX^® Fund, First Trust Industrials/Producer Durables AlphaDEX^® Fund, First Trust Materials AlphaDEX^® Fund, First Trust Technology AlphaDEX^® Fund, First Trust Utilities AlphaDEX^® Fund, First Trust Large Cap Core AlphaDEX^® Fund, First Trust Large Cap Growth AlphaDEX^® Fund, First Trust Large Cap Value AlphaDEX^® Fund, First Trust Mid Cap Core AlphaDEX^® Fund, First Trust Mid Cap Growth AlphaDEX^® Fund, First Trust Mid Cap Value AlphaDEX^® Fund, First Trust Multi Cap Growth AlphaDEX^® Fund, First Trust Multi Cap Value AlphaDEX^® Fund, First Trust Small Cap Core AlphaDEX^® Fund, First Trust Small Cap Growth AlphaDEX^® Fund, and First Trust Small Cap Value AlphaDEX^® Fund, appearing in the Annual Reports on Form N-CSR for First Trust Exchange-Traded AlphaDEX^® Fund as of and for the year ended July 31, 2022, and to the references to us under the headings “Financial Highlights” in the Prospectus and “Information for Investors in the European Economic Area Only”, “Miscellaneous Information”, and “Financial Statements” in the Statement of Additional Information, which are part of such Registration Statement.

/s/ DELOITTE & TOUCHE LLP

Chicago, Illinois

November 28, 2022