Disclosed is a filter cassette magazine and an apparatus for sequentially gathering fine particles using the same, in which a ‘filter cassette not having gathered fine particles yet,’ is received from a first magazine and the received filter cassette is transferred to a lower portion of an upper filter holder, the ‘filter cassette not having gather fine particles yet’ is pushed up toward the upper filter holder by lifting a lower filter holder so as to gather fine particles from outside, the ‘filter cassette having gathered fine particles’ is transferred to a lower portion of a second magazine, and the ‘filter cassette having gathered fine particles’ is pushed up and stored into the second magazine by lifting a push rod. Therefore, it is possible to implement simple maintenance and management, reduction in malfunction, and reduction in parts for machines and equipment.