In order to realize multi-spectral imaging of space coronagraph of Chinese space station survey optical telescope, a compact filter wheel mechanism was designed to cut the filters with different spectral transmittance into the optical path. Because the space coronagraph needed long-term observation in orbit, the high stability requirement for the filter wheel mechanism was put forward. A filter wheel based on small modulus worm gear as a mechanical transmission mechanism was designed, which had the features of compact structure, high stiffness, one-way 360° rotation and reverse self-locking function. The precision, stiffness, and mechanical properties of the mechanism were analyzed, and the precision of the filter wheel was tested before and after the vibration test. The test results show that the positioning accuracy of the filter wheel is less than or equal to ±0.5 mm, and the first-order modes of the three directions of mechanism are all greater than 100 Hz. The vibration test analysis results show that the designed stiffness and dynamic performance of the mechanism can meet the requirements of aerospace mechanics environment, which can ensure the multi-spectral imaging under complex spatial conditions.