Power of Attorney

The undersigned constitutes and appoints Richard H. Smith and John A. Marazza,
as the undersigned's true and lawful attorneys-in-fact and agents, with full
power of substitution and resubstitution, for the undersigned and in the
undersigned's name, place and stead, to sign any and all Securities and Exchange
Commission statements of beneficial ownership of securities of First Mercury
Financial Corporation (the "Company") on Forms 3, 4 and 5 as required under
Section 16(a) of the Securities Exchange Act of 1934, as amended, and to file
the same with all exhibits thereto, and other documents in connection therewith,
with the Securities and Exchange Commission, the Company and the New York Stock
Exchange, granting unto said attorneys-in-fact and agents, and each of them,
full power and authority to do and perform each act and thing requisite and
necessary to be done under said Section 16(a), as fully and to all intents and
purposes as the undersigned might or could do in person, hereby ratifying and
confirming all that said attorneys-in-fact and agents, and each of them, may
lawfully do or cause to be done by virtue hereof.

A copy of this power of attorney shall be filed with the Securities and Exchange
Commission. The authorization set forth above shall continue in full force and
effect until the undersigned revokes such authorization by written instructions
to the attorneys-in-fact.

The authority granted hereby shall in no event be deemed to impose or create any
duty on behalf of the attorneys-in-fact with respect to the undersigned's
obligations to file Forms 3, 4 and 5 with the Securities and Exchange
Commission.

Dated: March 10, 2008

/s/ Robert A. Oakley