EXHIBIT (b)

      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:  February 26, 2009
      -----------------------

                                     /s/ 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:  February 26, 2009
      -----------------------

                                     /s/ Mark R. Bradley
                                     ----------------------------------------
                                     Mark R. Bradley Treasurer, Controller,
                                     Chief Financial Officer and
                                     Chief Accounting Officer
                                     (principal financial officer)