This invention relates to an inertial filter 10 for filtering out particulate material in a fluid. The invention extends to a method of manufacturing an inertial filter 10. The filter 10 includes a pair of opposing baffle plates 12, 14 comprising a first baffle plate 12 and a second baffle plate 14 which are operatively in face-to-face abutment with each other such that the plates 12, 14 are in substantially parallel planes. Each baffle plate 12, 14 is in the form of a layered grille or grating in that it comprises a first (an inner) filter member 16 and a second (an outer) filter member 18. More specifically, the first baffle plate 12 includes an outer filter member 18a and an inner filter member 16a which are press-fitted over one another. Similarly, the second baffle plate 14 comprises an outer filter member 18b and an inner filter member 16b.