Vascular embolic filtering systems, as well as methods for using the same, are provided. In general, the subject invention includes a system comprised of an embolic filter assembly and a multiple lumen delivery and retrieval sheath, where the embolic filter assembly includes a guide wire with an embolic filter operatively coupled to the distal end of the guide wire for capturing emboli created during interventional procedures within a target vessel. Features of the subject invention provide for the rapid exchange and deployment of embolic filters in a patient's vasculature.