A choke for an EMI filter is provided. The EMI filter includes a first filtering circuit and a second filtering circuit. The choke includes a magnetic core assembly and four winding coils. The magnetic core assembly includes a first magnetic core and a second magnetic core. The first winding coil and the second winding coil are directly wound around the first magnetic core. The third winding coil and the fourth winding coil are directly wound around the second magnetic core. The first winding coil is serially connected with a first positive path of the first filtering circuit. The second winding coil is serially connected with a second positive path of the second filtering circuit. The third winding coil is serially connected with a first negative path of the first filtering circuit. The fourth winding coil is serially connected with a second negative path of the second filtering circuit.