Certification Pursuant to Rule 30a-2(b) under the 1940 Act and
                       Section 906 of the Sarbanes-Oxley Act

I, James A. Bowen, Chairman of the Board, President and Chief Executive Officer
of First Trust Exchange-Traded Fund (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: August 11, 2006                 James A. Bowen
      ----------------                -----------------------------------------
                                      James A. Bowen, Chairman of the Board,
                                      President and Chief Executive Officer
                                      (principal executive officer)


I, Mark R. Bradley, Treasurer, Controller, Chief Financial Officer and Chief
Accounting Officer of First Trust Exchange-Traded Fund (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: August 11, 2006                 /s/ Mark R. Bradley
      ---------------                 -----------------------------------------
                                      Mark R. Bradley, Treasurer, Controller,
                                      Chief Financial Officer and Chief
                                      Accounting Officer
                                      (principal financial officer)