In this paper, a filtering balun is proposed based on spoof surface plasmon polariton (SSPP) structure which composes of symmetric H-shaped periodic metallic strip, two types of microstrip-slotline cross-coupling structures and the transition structure between them. The SSPP structure is applied to support odd mode propagation with 180° phase difference and equal magnitude along both sides of the symmetric line, which could transmit the differential signal required for a microwave balun. And then, a new approach for effectively stimulating the odd mode of symmetric H-shaped SSPP structure based on waveguided slotline with a gradient transition structure is proposed and analyzed in detail. In addition, the dispersion characteristic of SSPP can intrinsically bring filtering feature with wide stopband in the balun design. Meanwhile, the two forms of microstrip-slotline cross-coupling structures can not only feed guided wave and realize a pair of balanced ports, but also improve the out-of-band rejection below the objective filtering band. For demonstration, a prototype filtering balun with operating frequency around at 2 GHz is designed, fabricated, and measured. The measured results agree well with the simulated ones which validate the proposed design method and reveal certain advantages of low insertion loss, good amplitude balance and out-of-phase performance as well as the wide stopband.