The filtration device enables the separation and collection of dust and particles produced by the pads of a brake assembly. A first separation unit having an air filtration medium, typically annular, is provided in the housing of the device, in order to define an upstream zone where air is admitted, for example tangentially, and a downstream zone in communication with an outlet of the housing for discharging the purified air. The upstream zone is in communication with a lower stage situated lower down, in which a second separation unit is located in order to separate water from particles that have fallen from the upstream zone. A filtration by the second unit is intended to collect clean water and possibly to discharge this water by gravitational flow. The fallen particles remain trapped inside the device, under the first unit.