We describe Query Defunctionalization which enables off-the-shelf first-order database engines to process queries over first-class functions. Support for first-class functions is characterized by the ability to treat functions like regular data items that can be constructed at query runtime, passed to or returned from other (higher-order) functions, assigned to variables, and stored in persistent data structures. Query defunctionalization is a non-invasive approach that transforms such function-centric queries into the data-centric operations implemented by common query processors. Experiments with XQuery and PL/SQL database systems demonstrate that first-order database engines can faithfully and efficiently support the expressive "functions as data" paradigm.