A cigarette filter having a reagent which chemically reacts with and removes a gaseous component of a smoke stream. The reagent contains functional groups covalently bonded to a non-volatile inorganic substrate which is incorporated in the filter. The filter can remove gaseous components such as aldehydes from tobacco smoke. Preferred functional groups are 3-aminopropylsilyl groups covalently bonded to silica gel (APS silica gel). The reagent can be contained in a space in the filter or incorporated in one or more filter elements such as tipping paper, shaped paper insert, mouthpiece plug, solid filter element, or free-flow filter element. The reagent can be part of or coated on paper such as tipping or filter paper or incorporated in non-paper filter elements formed from fibrous materials such as cellulose acetate or polypropylene fibers. Other preferred reagents include aminoethylaminopropylsilyl (AEAPS) silica gel and aminoethylaminoethylaminopropylsilyl (AEAEAPS) silica gel.