An exchangeable filter has a filter housing, a filter element, and a connecting member arranged at a filter housing end face. A filter-associated connecting part of a connecting device detachably connects the exchangeable filter with a filter head of a filter device by a plug-in/rotary movement. A filter-associated locking part of a locking device locks the connecting device in a locked state automatically and releasably by the plug-in/rotary movement with a head-associated locking part of the locking device provided at the filter head. The filter-associated locking part has a latching section latching with a head-associated latching section of the head-associated locking part. The filter-associated locking part has a support section on a side of the filter-associated locking part facing away radially from the filter-associated latching section. The support section radially supports the filter-associated locking part relative to the circumferential section of the filter housing in the locked state.