Gas sensors based on metal oxide semiconductor adduce a low cost and reliable solution for the leakage detection of methane, which is highly explosive. However, it is a fact that MOS gas sensors suffer from a heavy cross sensitive response to volatile organic compounds such as ethanol and acetic acid. With the help of filters, metal oxide semiconductor gas sensors could become quite selective to methane. Here, a novel on-chip microfilter was designed for metal oxide semiconductor gas sensors. The on-chip microfilter is fabricated from porous alumina ceramics loaded with platinum on the surface. The active filter was continuously heated by sensor chips. Whereas, it was kept intact with sensing films and reactive gas molecules have to diffuse through the porous ceramics before reaching the surface of metal oxide semiconductor. It was found that both selective response and sensitive response to methane were enhanced by the on-chip microfilter. This is similar to the reported active filter, which is prepared from catalytic films and deposited directly on the top of sensor layer. Additionally, it was indicated that the on-chip microfilter not only limited to tin dioxide but also valid for indium oxide based on sensors.