<TABLE> <S> <C>

<PAGE>
 
<ARTICLE> 9
<LEGEND>
This schedule contains financial information extracted from the consolidated
financial statements of First Capital, Inc. for the nine months ended March 31,
1999 and is qualified in its entirety by reference to such financial statements.
(Dollars in thousands.)
</LEGEND>
       
<S>                             <C>
<PERIOD-TYPE>                   9-MOS
<FISCAL-YEAR-END>                          JUN-30-1999
<PERIOD-START>                             JUL-01-1998
<PERIOD-END>                               MAR-31-1999
<CASH>                                           1,365
<INT-BEARING-DEPOSITS>                           4,221
<FED-FUNDS-SOLD>                                     0
<TRADING-ASSETS>                                     0
<INVESTMENTS-HELD-FOR-SALE>                     20,665
<INVESTMENTS-CARRYING>                           4,826
<INVESTMENTS-MARKET>                             4,810
<LOANS>                                         79,877
<ALLOWANCE>                                        467
<TOTAL-ASSETS>                                 116,835
<DEPOSITS>                                      85,903
<SHORT-TERM>                                    12,250
<LIABILITIES-OTHER>                              1,180
<LONG-TERM>                                          0
<PREFERRED-MANDATORY>                                0
<PREFERRED>                                          0
<COMMON>                                         9,457
<OTHER-SE>                                       8,045
<TOTAL-LIABILITIES-AND-EQUITY>                 116,835
<INTEREST-LOAN>                                  4,852
<INTEREST-INVEST>                                  653
<INTEREST-OTHER>                                   149
<INTEREST-TOTAL>                                 5,654
<INTEREST-DEPOSIT>                               2,986
<INTEREST-EXPENSE>                               3,234
<INTEREST-INCOME-NET>                            2,420
<LOAN-LOSSES>                                       29
<SECURITIES-GAINS>                                   0
<EXPENSE-OTHER>                                  1,413
<INCOME-PRETAX>                                  1,194
<INCOME-PRE-EXTRAORDINARY>                       1,194
<EXTRAORDINARY>                                      0
<CHANGES>                                            0
<NET-INCOME>                                       737
<EPS-PRIMARY>                                     0.57
<EPS-DILUTED>                                     0.57
<YIELD-ACTUAL>                                    7.95
<LOANS-NON>                                          0
<LOANS-PAST>                                         0
<LOANS-TROUBLED>                                     0
<LOANS-PROBLEM>                                      0
<ALLOWANCE-OPEN>                                   516
<CHARGE-OFFS>                                       78
<RECOVERIES>                                         0
<ALLOWANCE-CLOSE>                                  467
<ALLOWANCE-DOMESTIC>                               467
<ALLOWANCE-FOREIGN>                                  0
<ALLOWANCE-UNALLOCATED>                              0
        

</TABLE>