A method of manufacturing common mode filter having heterogeneous laminates, the method includes steps of providing a nonmagnetic insulating substrate; forming a magnetic layer; forming a first lead; forming a first insulating layer; forming a first through hole; forming a first coil; forming a second insulating layer; forming a second coil; forming a third insulating layer; forming a second through hole; forming a second lead; forming a fourth insulating layer; and depositing a first magnetic material.