A filter incorporates a catalyst for the Selective Catalytic Reduction (SCR) of NOx gases and removal of particulate matter from the exhaust gas of a lean burn combustion engine, wherein the catalyst includes a vanadate component having an alkaline earth metal, a transition metal, a rare earth metal, or combinations thereof. The vanadate component may be iron vanadate. The filter includes a supported vanadate component disposed on a wall-flow filter. The method of making the filter includes applying an aqueous mixture of the supported vanadate component as a washcoat on the wall-flow filter or extruding a composition containing the supported vanadate component. The method of treating exhaust gases from an engine includes contacting the exhaust gas with the catalyst including the vanadate component.