A method of removing mercury from a process gas by means of a sorbent and a filter (10) involves applying said sorbent to at least one filtering surface (12) of the filter (10). A first parameter, which is indicative of the amount of mercury that needs to be removed in said filter (10), and a second parameter, which is indicative of the amount of material that has been collected on said filtering surface (12), are measured. A measured value of said first parameter is compared to a mercury set point. When said measured value of said first parameter is higher than said mercury set point, the cleaning of said filtering surface (12) is delayed, compared to the point in time suggested by a measured value of said second parameter.