In this paper, we study the expressive power of firstorder disjunctive logic programming (DLP) and normal logic programming (NLP) under the stable model semantics. We show that, unlike the propositional case, first-order DLP is strictly more expressive than NLP. This result still holds even if auxiliary predicates are allowed, assuming NP= coNP. On the other side, we propose a partial translation from first-order DLP to NLP via unfolding and shifting, which suggests a sound yet incomplete approach to implement DLP via NLP solvers. We also identify some NLP definable subclasses, and conjecture to exactly capture NLP definability by unfolding and shifting.