EXHIBIT 4.1 CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM We consent to the reference to our firm under the caption "Experts-Independent Registered Public Accounting Firm" and to the use of our report dated December 9, 2014 in the Amendment No. 3 to the Registration Statement (File No. 333-199758) and related Prospectus of Guggenheim Defined Portfolios, Series 1262. /s/ Grant Thornton LLP ---------------------- GRANT THORNTON LLP Chicago, Illinois December 9, 2014