April 7, 2011


First Trust Exchange-Traded AlphaDEX(R) Fund
120 E. Liberty Street
Wheaton, Illinois 60532

Chapman and Cutler LLP
111 West Monroe Street
Chicago, IL 60187


         Re:     First Trust Exchange-Traded AlphaDEX(R) Fund


Ladies and Gentlemen:

      We have acted as special Massachusetts counsel to First Trust
Exchange-Traded AlphaDEX(R) Fund (the "Trust") on behalf of its series First
Trust Mid Cap Growth AlphaDEX(R) Fund, First Trust Mid Cap Value AlphaDEX(R)
Fund, First Trust Small Cap Growth AlphaDEX(R) Fund and First Trust Small Cap
Value AlphaDEX(R) Fund (each a "Fund" and collectively the "Funds"), in
connection with the Trust's Post-Effective Amendment to its Registration
Statement on Form N-1A to be filed with the Securities and Exchange Commission
on or about April 7, 2011 (as so amended, the "Registration Statement") with
respect to the Fund's shares of beneficial interest, par value $.01 per share
(the "Shares"). You have requested that we deliver this opinion to you in
connection with the Trust's filing of such Registration Statement.

      In connection with the furnishing of this opinion, we have examined the
following documents:

             (a) a certificate of the Secretary of the Commonwealth of
      Massachusetts as to the existence of the Trust;

             (b) a copy, stamped as filed with the Secretary of the Commonwealth
      of Massachusetts on December 12, 2006, of the Trust's Declaration of Trust
      dated as of December 6, 2006, and the amendment thereto, dated as of
      October 27, 2008, and filed with the Secretary of the Commonwealth of
      Massachusetts on November 10, 2008 (the "Declaration");

             (c) a copy of the Trust's Amended and Restated Establishment and
      Designation of Series effective as of March 21, 2011, as filed with the
      Secretary of the Commonwealth of Massachusetts on March 30, 2011 (the
      "Designation");





First Trust Exchange-Traded AlphaDEX(R) Fund
Chapman and Cutler LLP
April 7, 2011
Page 2 of 3


             (d) a certificate executed by an appropriate officer of the Trust,
      certifying as to, and attaching copies of, the Trust's Declaration,
      Designation, By-Laws, and certain resolutions adopted by the Trustees of
      the Trust at a meeting held on December 13, 2010 (the "Resolutions"); and

             (e) a draft of the Registration Statement received on March 31,
      2011.

      In such examination, we have assumed the genuineness of all signatures,
the conformity to the originals of all of the documents reviewed by us as
copies, the authenticity and completeness of all original documents reviewed by
us in original or copy form and the legal competence of each individual
executing any document. We have also assumed that the Registration Statement, as
filed with the Securities and Exchange Commission, will be in substantially the
form of filing referred to in paragraph (e) above. We have further assumed that
the Trust's Declaration, Designation, By-Laws and the Resolutions will not have
been amended, modified or withdrawn with respect to matters relating to the
Shares and will be in full force and effect on the date of the issuance of such
Shares.

      This opinion is based entirely on our review of the documents listed above
and such investigation of law as we have deemed necessary or appropriate. We
have made no other review or investigation of any kind whatsoever, and we have
assumed, without independent inquiry, the accuracy of the information set forth
in such documents.

      As to any opinion below relating to the due formation or existence of the
Trust under the laws of the Commonwealth of Massachusetts, our opinion relies
entirely upon and is limited by the certificate of public officials referred to
in (a) above.

      This opinion is limited solely to the internal substantive laws of the
Commonwealth of Massachusetts, as applied by courts located in Massachusetts
(other than Massachusetts securities laws, as to which we express no opinion),
to the extent that the same may apply to or govern the transactions referred to
herein. No opinion is given herein as to the choice of law which any tribunal
may apply to such transaction. In addition, to the extent that the Trust's
Declaration, Designation or By-Laws refer to, incorporate or require compliance
with the Investment Company Act of 1940, as amended, or any other law or
regulation applicable to the Trust, except for the internal substantive laws of





First Trust Exchange-Traded AlphaDEX(R) Fund
Chapman and Cutler LLP
April 7, 2011
Page 3 of 3


the Commonwealth of Massachusetts, as aforesaid, we have assumed compliance by
the Trust with such Act and such other laws and regulations.

      We understand that all of the foregoing assumptions and limitations are
acceptable to you.

      Based upon and subject to the foregoing, please be advised that it is our
opinion that:

      1. The Trust has been duly formed and is existing under the Trust's
Declaration of Trust and the laws of the Commonwealth of Massachusetts as a
voluntary association with transferable shares of beneficial interest commonly
referred to as a "Massachusetts business trust."

      2. The Shares, when issued and sold in accordance with the Trust's
Declaration, Designation and By-Laws and for the consideration described in the
Registration Statement, will be validly issued, fully paid and nonassessable,
except that, as set forth in the Registration Statement, shareholders of the
Trust may under certain circumstances be held personally liable for its
obligations.

      This opinion is given as of the date hereof and we assume no obligation to
update this opinion to reflect any changes in law or any other facts or
circumstances which may hereafter come to our attention. We hereby consent to
your reliance on this opinion in connection with your opinion to the Trust with
respect to the Shares and to the filing of this opinion as an exhibit to the
Registration Statement.

                                           Very truly yours,


                                           BINGHAM McCUTCHEN LLP