The principle, structure and application of fiber optical filter are introduced, and a significant conception of cascaded fiber optical filter is proposed. Its structural and working principle are observed in detail, on the base of summing up typical cascaded fiber filters. The structural design and working principle of microstructure optical fiber (MOF) and microstructure optical fiber grating (MOFG) are demonstrated, by analyzing the particular properties of them. And their application in the design of the fiber optical filters is summarized. The scheme of MOF and MOFG cascaded filter is proposed, and its future development is presented. It can broaden the category of filter scheme and make the configuration of the filter variable.