8-K

--------------------------------------------------------------------------------
--------------------------------------------------------------------------------




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


                                    FORM 8-K



                                 CURRENT REPORT
     Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934


       Date of report (Date of earliest event reported) January 22, 2019


                        First Trust Mortgage Income Fund
             (Exact Name of Registrant as Specified in its Charter)



       Massachusetts                   811-21727                  35-6758396
(State or Other Jurisdiction    (Commission File Number)        (IRS Employer
     of Incorporation)                                       Identification No.)


   120 East Liberty Drive, Suite 400
           Wheaton, Illinois                                        60187
(Address of Principal Executive Offices)                          (Zip Code)


      Registrant's telephone number, including area code   (630) 765-8000


       ___________________________________________________________________
         (Former Name or Former Address, if Changed Since Last Report.)



Check the appropriate box below if the Form 8-K filing is intended to
simultaneously satisfy the filing obligation of the registrant under any of the
following provisions (see General Instruction A.2. below):


|_|   Written communications pursuant to Rule 425 under the Securities Act
      (17 CFR 230.425)

|_|   Soliciting material pursuant to Rule 14a-12 under the Exchange Act
      (17 CFR 240.14a-12)

|_|   Pre-commencement communications pursuant to Rule 14d-2(b) under the
      Exchange Act (17 CFR 240.14d-2(b))

|_|   Pre-commencement communications pursuant to Rule 13e-4(c) under the
      Exchange Act (17 CFR 240.13e-4(c))





--------------------------------------------------------------------------------
--------------------------------------------------------------------------------





Item 7.01    Regulation FD Disclosure.


First Trust Mortgage Income Fund (the "Fund") is filing herewith a press release
issued on January 22, 2019, as Exhibit 99.1. The press release was issued by
First Trust Advisors L.P. to report that on January 24, 2019, the Fund will
release an update on the market and the Fund. Details regarding the update are
contained in the press release included herein.


Item 9.01    Financial Statements and Exhibits.


      (d)    Exhibits

        Exhibit
        Number        Description

           99.1       Press release of First Trust Advisors L.P. dated
                      January 24, 2019.





                                   SIGNATURES


Pursuant to the requirements of the Securities Exchange Act of 1934, the
registrant has duly caused this report to be signed on its behalf by the
undersigned hereunto duly authorized.

Dated: January 24, 2019          FIRST TRUST MORTGAGE INCOME FUND

                                 By:    /s/ W. Scott Jardine
                                        ----------------------------------
                                 Name:   W. Scott Jardine
                                 Title:  Secretary





                                  EXHIBIT INDEX

        Exhibit
        Number        Description

           99.1       Press release of First Trust Advisors L.P. dated
                      January 24, 2019.

EX-99.1

PRESS RELEASE                                  SOURCE: First Trust Advisors L.P.

FIRST TRUST ADVISORS L.P. ANNOUNCES PORTFOLIO MANAGER UPDATE FOR FIRST TRUST
MORTGAGE INCOME FUND

WHEATON, IL -- (BUSINESS WIRE) -- January 22, 2019 -- First Trust Advisors L.P.
("FTA") announced today that the Securitized Products Group of FTA, portfolio
manager of First Trust Mortgage Income Fund (NYSE: FMY) (the "Fund"), will
release an update on the market and the Fund for financial advisors and
investors. The update will be available THURSDAY, JANUARY 24, 2019, AT 5:00 P.M.
EASTERN TIME UNTIL 11:59 P.M. EASTERN TIME ON MONDAY, FEBRUARY 25, 2019. To
listen to the update, follow these instructions:

--  Dial: (888) 203-1112; International (719) 457-0820; and Passcode # 8315320
    and PIN # 3112. The update will be available from Thursday, January 24,
    2019, at 5:00 P.M. Eastern Time until 11:59 P.M. Eastern Time on Monday,
    February 25, 2019.

FTA is a federally registered investment advisor and serves as the Fund's
investment advisor. FTA and its affiliate First Trust Portfolios L.P. ("FTP"), a
FINRA registered broker-dealer, are privately-held companies that provide a
variety of investment services. FTA has collective assets under management or
supervision of approximately $113 billion as of December 31, 2018 through unit
investment trusts, exchange-traded funds, closed-end funds, mutual funds and
separate managed accounts. FTA is the supervisor of the First Trust unit
investment trusts, while FTP is the sponsor. FTP is also a distributor of mutual
fund shares and exchange-traded fund creation units. FTA and FTP are based in
Wheaton, Illinois.

Investment return and market value of an investment in the Fund will fluctuate.
Shares, when sold, may be worth more or less than their original cost. There can
be no assurance that the Fund's investment objectives will be achieved. The Fund
may not be appropriate for all investors.

Principal Risk Factors: The debt securities in which the Fund invests are
subject to certain risks, including issuer risk, reinvestment risk, prepayment
risk, credit risk, and interest rate risk. Issuer risk is the risk that the
value of fixed-income securities may decline for a number of reasons which
directly relate to the issuer. Reinvestment risk is the risk that income from
the Fund's portfolio will decline if the Fund invests the proceeds from matured,
traded or called bonds at market interest rates that are below the Fund
portfolio's current earnings rate. Prepayment risk is the risk that, upon a
prepayment, the actual outstanding debt on which the Fund derives interest
income will be reduced. Credit risk is the risk that an issuer of a security
will be unable or unwilling to make dividend, interest and/or principal payments
when due and that the value of a security may decline as a result. Interest rate
risk is the risk that fixed-income securities will decline in value because of
changes in market interest rates.

A portion of the Fund's managed assets may be invested in subordinated classes
of mortgage-backed securities. Such subordinated classes are subject to a
greater degree of non-payment risk than are senior classes of the same issuer or
agency.

Use of leverage can result in additional risk and cost, and can magnify the
effect of any losses.

The risks of investing in the Fund are spelled out in the prospectus,
shareholder reports, and other regulatory filings.

The information presented is not intended to constitute an investment
recommendation for, or advice to, any specific person. By providing this
information, First Trust is not undertaking to give advice in any fiduciary
capacity within the meaning of ERISA and the Internal Revenue Code. First Trust
has no knowledge of and has not been provided any information regarding any
investor. Financial advisors must determine whether particular investments are
appropriate for their clients. First Trust believes the financial advisor is a
fiduciary, is capable of evaluating investment risks independently and is
responsible for exercising independent judgment with respect to its retirement
plan clients.

The Fund's daily closing New York Stock Exchange price and net asset value per
share as well as other information can be found at www.ftportfolios.com or by
calling 1-800-988-5891.


CONTACT: JEFF MARGOLIN -- (630) 915-6784


---------------------------------
Source: First Trust Advisors L.P.