EXHIBIT 23.8 Consent of McDonald & Company Securities, Inc. We consent to the inclusion in the First Midwest Bancorp, Inc./Heritage Financial Services, Inc. Joint Proxy Statement/Prospectus of our opinion dated as of January 14, 1998, and to the summarization of our opinion in the Joint Proxy Statement/Prospectus under the caption "Opinion of Heritage Financial Advisor". Further, we consent to all references to our firm in such Joint Proxy Statement/Prospectus. /s/ McDonald & Company Securities, Inc. McDonald & Company Securities, Inc. Chicago, Illinois February 27, 1998