Exhibit 99.906CERT

CERTIFICATIONS PURSUANT TO SECTION 906 OF THE SARBANES-OXLEY ACT

I, Stephen C. Miller, President of the First Opportunity Fund, Inc. (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: June 7, 2012	/s/ Stephen C. Miller
	Stephen C. Miller, President
	(Principal Executive Officer)

CERTIFICATIONS PURSUANT TO SECTION 906 OF THE SARBANES-OXLEY ACT

I, Nicole L. Murphey, Chief Financial Officer, Chief Accounting Officer, Vice President and Treasurer of the First Opportunity Fund, Inc. (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: June 7, 2012	/s/ Nicole L. Murphey
	Nicole L. Murphey Chief Financial Officer, Chief Accounting Officer, Vice President, Treasurer, Asst. Secretary
	(Principal Financial Officer)