We report on a novel concept of an AC dielectrophoretic filter with a three-dimensional electrode array. A filter is constructed by winding into layers around the core tube two sheets of woven metal wire-mesh with several sheets of woven insulating wire-mesh sandwiched in between. Contrary to conventional dielectrophoretic devices, the proposed design of electrodes generates a high-gradient field over a large working volume by applying several hundred volts at a standard frequency of 60 Hz. The operating principle of filtration is based on our recently developed method of AC dielectrophoretic gating for microfluidics. The proof-of-concept is tested by measuring the single-pass performance of two filters on positively polarized particles dispersed in engine oil: spherical glass beads, fused aluminum oxide powder, and silicon metal powder, all smaller than the mesh opening.