Reticulated ceramic filters are widely used in the field of steel purification to improve the quality of steel products. In this work, periclase-magnesium aluminate spinel ceramic filters with microporous MgO coating were fabricated by using Mg(OH)2 as raw material. The effect of fused MgO content on the microstructures, mechanical properties and filtration capacity of filters on Al2O3 inclusions in molten steel was comparatively studied. The results indicate that the particle packing and liquid phase sintering cooperated to promote the formation of neck connections between microporous MgO particles, which increased the cold compressive strength and thermal shock resistance of the filters. Furthermore, the results from the immersion test in molten steel demonstrate that an appropriate amount of high-temperature liquid phase and the relatively microporous structure of filter skeleton were favorable for filters to filtrate Al2O3 inclusion in molten steel. Overall, the filter with 30 wt% fused MgO had the best comprehensive performance with a cold compressive strength of 0.68 MPa, a residual retention of cold compressive strength after three thermal shock recycles of 79.07 % and a filtration efficiency of 79.06 % in reducing the total oxygen content of the steel.