CHAPMAN AND CUTLER LLP                                  111 WEST MONROE STREET
                                                       CHICAGO, ILLINOIS 60603



                                   April 30, 2012



Securities and Exchange Commission
100 F Street, N.E.
Washington, D.C. 20549


         Re:       First Trust Exchange-Traded AlphaDEX(R) Fund II
                     (Registration Nos. 333-171759, 811-22519)
                 --------------------------------------------------


Ladies and Gentlemen:

      On behalf of First Trust Exchange-Traded AlphaDEX(R) Fund II (the
"Registrant"), in accordance with the provisions of Rule 497(j) of Regulation C
under the Securities Act of 1933, as amended, (the "Securities Act"), this
letter serves to certify that the most recent amendment to the Registration
Statement on Form N-1A (the "Registration Statement") of the Registrant does not
differ from that which would have been filed pursuant to Rule 497(c) of the
Securities Act. The Registration Statement relates to First Trust Asia Pacific
Ex-Japan AlphaDEX(R) Fund, First Trust Europe AlphaDEX(R) Fund, First Trust
Latin America AlphaDEX(R) Fund, First Trust Brazil AlphaDEX(R) Fund, First Trust
China AlphaDEX(R) Fund, First Trust Japan AlphaDEX(R) Fund, First Trust South
Korea AlphaDEX(R) Fund, First Trust Developed Markets Ex-US AlphaDEX(R) Fund and
First Trust Emerging Markets AlphaDEX(R) Fund, each a series of the Registrant.
Post-Effective Amendment No. 10, which was the most recent amendment to the
Registration Statement, was filed electronically with the Securities and
Exchange Commission on April 30, 2012.

      If you have any questions or comments, please telephone the undersigned at
(312) 845-3484.

                                Very truly yours,

                                CHAPMAN AND CUTLER LLP



                                By: /s/ Morrison C. Warren
                                    ------------------------------------
                                    Morrison C. Warren

Enclosures