This invention relates to a filter assembly for removing material that is entrained in a gas stream. The filter assembly comprises a housing which comprises head and body parts, with an inlet port in the head part for a gas stream to flow into the housing, the head and body parts having formations which enable them to be connected to one another and separated by relative rotation. The filter assembly further comprises a filter element which can be fitted within the housing. The filter element comprises a wall of a filtration medium which defines a hollow space for a gas stream to flow from the space through the wall to be filtered, and an end cap with an inlet which can be sealed to the inlet port in the head part of the housing to provide a flow path for a gas stream to be supplied from the inlet port in the housing to the said space. The filter element fits into the body part of the housing, and the end cap and the body part have interengaging formations in the form of at least one rib and at least one groove, arranged so that the rib can be slid into the groove when the filter element is fitted into the body part, and so that the filter element rotates with the body part relative to the head part.