The porous ceramic filter is mainly utilized in the final stage of molten steel casting and serves as an important means for adsorbing non-metallic inclusions in order to improve the quality of the steel. In this study, Al2O3-MgAl2O4-C filter (filter AM) was prepared from porous Al2O3-MgAl2O4 micropowder, and referenced Al2O3-C filter (filter A) was prepared from α-Al2O3 micropowder. The phase composition, microstructure, mechanical properties and purification efficiency on molten steel of filter AM were compared with filter A by XRD, SEM, EDS and immersion test with molten steel. The results indicate that the filter AM exhibited a uniform skeleton without cracks, and plenty of β-SiC whiskers were generated internally. However, there were some cracks in the strut of filter A with the formation of many SiC/SiO2 spheres inside. The different microstructures resulted in the retention rate of cold compressive strength after thermal shock test as high as 91.11 % for filter AM and only 58.06 % for filter A, respectively. According to the immersion test, an Al2O3-MgAl2O4 layer was formed on the rougher surface of filter AM and contributed to the adsorption of the inclusions, leading to about 80 % reduction in the quantity of inclusions of various sizes. The cleanliness of steel was significantly improved as the T.O content was reduced from 56.3 ppm to 11.7 ppm. Finally, the mechanisms underlying the enhancement of thermal shock resistance and the improvement of purification efficiency by porous Al2O3-MgAl2O4 micropowder were proposed.