A brake dust particle filter for a disc brake assembly of a vehicle has at least one housing structure engaging across a brake disc and/or a brake caliper of the disc brake assembly at least in sections in a mounted state of the brake dust particle filter at the disc brake assembly. The brake dust particle filter is designed to catch particles generated during braking. At least one light source, especially an LED light source, is provided at the brake dust particle filter. A lighting housing part is provided that is to be attached to the housing structure. A vehicle is provided with such a brake dust particle filter provided with a light source.