Described is a fan assembly comprising a body comprising an air inlet, an air outlet, and means for generating an air flow through the body. The fan assembly also comprises a nozzle removably mounted on the body for receiving the air flow from the body and for emitting the air flow, and a filter surrounding at least a portion of the body upstream from the air inlet. The filter being held captive on the fan assembly between the nozzle and a portion of the body while remaining free to move relative to the body and the nozzle. The filter is removable from the fan assembly only after removal of the nozzle from the body.