The radiation detector output is often shaped into Gaussian or quasi-Gaussian shape to improve the measurement performance. An adaptive digital Step-Gaussian filter is presented for quasi-Gaussian pulse shaping in this paper. It can be applied for both exponential decay input and step input. The transfer function of the filter is established. The amplitude-frequency features of the new filter are compared with the PZC-(RC) n filter and the CR-(RC) n filter. The results indicate that the new filter has the same amplitude-frequency features as the PZC-(RC) n filter and it possesses more effective filter performance than the CR-(RC) n filter. An X-ray fluorescence measurement system based on a FAST-SDD detector is set up for experiments. The proposed filter is verified by the measured pulses that are generated from a manganese sample. The shape of the filter output shows that the Step-Gaussian filter can eliminate the undershoot that exists in the CR-(RC) n filter output. The amplitude spectrums with different shaping times are created to study the shape of the characteristic peak. The results show that the Step-Gaussian filter can cancel the low-energy peak tailing of the 5.89 keV peak. The peak shape parameter, FWTM/FWHM ratio, is also introduced to evaluate the performance of peak shape improvement. The 5.89 keV peaks of the spectrums that are generated by using Step-Gaussian filter are closer to Gaussian distribution than that of the CR-(RC) n filter.