- Securities Registration (section 12(b)) (8-A12B)

SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549

FORM 8-A

FOR REGISTRATION OF CERTAIN CLASSES OF SECURITIES
PURSUANT TO SECTION 12(b) OR (g) OF THE
SECURITIES EXCHANGE ACT OF 1934

FIRST TRUST EXCHANGE-TRADED AlphaDEX(R) FUND

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(Exact name of registrant as specified in its charter)

MASSACHUSETTS 20-8689409 -------------------------------------------------------------------------------- (State of Incorporation or Organization) (I.R.S. Employer Identification Nos.) 120 East Liberty Drive, Wheaton, Illinois 60187 -------------------------------------------------------------------------------- (Address of Principal Executive Offices) (Zip Code)

If this form relates to the registration of a class of securities pursuant to
Section 12(b) of the Exchange Act and is effective pursuant to General Instruction A. (c), check the following box.
[X]

If this form relates to the registration of a class of securities pursuant to
Section 12(g) of the Exchange Act and is effective pursuant to General Instruction A. (d), check the following box.
[ ]

Securities Act registration statement file number to which this form relates:
333-140895.

Securities to be registered pursuant to Section 12(b) of the Act:

TITLE OF EACH CLASS NAME OF EACH EXCHANGE ON WHICH TO BE SO REGISTERED EACH CLASS IS TO BE REGISTERED Common Shares of Beneficial Interest, $.01 par value per share, of First Trust Small Cap Core AlphaDEX(R) Fund NYSE Arca, Inc.

Securities to be registered pursuant to Section 12(g) of the Act:

NONE

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(Title of Class)

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INFORMATION REQUIRED IN REGISTRATION STATEMENT

ITEM 1. DESCRIPTION OF REGISTRANT'S SECURITIES TO BE REGISTERED

The securities to be registered hereunder are common shares of beneficial interest, $.01 par value per share (the "Shares"), of First Trust Small Cap Core AlphaDEX(R) Fund, a series of the First Trust Exchange-Traded AlphaDEX(R) Fund (the "Registrant"). An application for listing of the Shares has been filed with NYSE Arca, Inc. A description of the Shares is contained in the Prospectus, which is a part of the Post-Effective Amendment No. 1 to the Registration Statement on Form N-1A (Registration Nos. 333-140895 and 811-22019), filed with the Securities and Exchange Commission on November 19, 2007. Such description is incorporated by reference herein.

ITEM 2. EXHIBITS

Pursuant to the "Instruction as to Exhibits" of Form 8-A, no exhibits are filed herewith or incorporated by reference.

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SIGNATURE

Pursuant to the requirements of Section 12 of the Securities Exchange Act of 1934, the Registrant has duly caused this amendment to the registration statement to be signed on its behalf by the undersigned, thereto duly authorized.

FIRST TRUST EXCHANGE-TRADED
AlphaDEX(R) FUND

By: /s/ W. Scott Jardine ------------------------------- W. Scott Jardine, Secretary October 27, 2008