An intravascular filter device for capturing embolic particles entrained in blood flowing in an arterial vessel during an interventional procedure. The filter includes an expandable strut assembly and a filtering medium. Each strut is coated with an elastic polymer in order to minimize trauma to an arterial lumen upon deployment of the filter and to ensure secure adhesion of the filtering medium to the struts. Attached to the coating of the strut assembly is the filtering medium which is formed from a thin elastic polymer membrane containing a plurality of holes which allow blood to pass through filter while capturing embolic particles. The filtering medium is attached to the layer of polymeric material by laser welding, ultrasonic welding or adhesive bonding.