The invention discloses a filtering device and application thereof. The filtering device comprises a sample liquid cavity and a filtering head, wherein the filtering head comprises an upper membrane cover, a filtering membrane and a lower membrane cover; the upper end of the sample liquid cavity is opened; a cavity of a first rolling head is formed in the lower end of the sample liquid cavity; a second rolling head is arranged at the upper end of the upper membrane cover; the second rolling head is embedded with the first rolling head; a third rolling head is arranged at the lower end of the lower membrane cover; the surfaces of the sample liquid cavity, the upper membrane cover and/or the lower membrane cover are made of metals. The filtering device disclosed by the invention is used for detecting a plasticizer in a sample. The invention provides the filtering device made of a metal material, the filtering device is stable in material and not liable to cause interference upon a tested sample, and the reliability of detection results is improved.