A method of capturing and removing a thrombus from a large vein is performed using a percutaneous thrombectomy device. The thrombectomy device includes a delivery sheath, a filter body, and an inner catheter provided with an agitation member. The sheath is advanced until a distal end is positioned proximal to the thrombus. The filter body is deployed distal to the sheath and proximal to the thrombus. The filter body preferably has a funnel shape with a tapered proximal end portion and an open distal end. The inner catheter is advanced through the sheath for contacting the thrombus with the agitation member. The agitation member is actuated to disrupt the thrombus. Thrombus particles are captured using the filter body and negative pressure is preferably applied through the sheath. The method is well-suited for treating deep vein thrombosis and does not require the use of thrombolytic drugs.