The utility model relates to an electromagnetic interference filter suitable for a high voltage Hall voltage sensor. The filter comprises a common mode filter inductor L1, a common mode suppression capacitor C1, a common mode suppression capacitor C2, and a differential mode suppression capacitor C3, wherein the common mode suppression capacitors C1 and C2 are disposed between the sampling signal input-output loop and a cabinet case, and the differential mode suppression capacitor C3 is disposed among sampling signals. The common mode filter inductor L1 comprises a buckle magnet ring and a coiling disposed on a circuit board. The coiling passes through an axial hollow part in the magnet ring axial direction, and winds the magnet ring in the same direction. The filter allows inductance value to be increased and filter effects to be enhanced, and overcomes problems of electrical gaps and insulation between high voltage input cables.