A stable and reliable built-in cross-coupled dielectric filter with temperature-independent performances and improved rectangular degree and amplitude-frequency characteristic is disclosed. The built-in cross-coupled dielectric filter comprises at least three sequentially welded coaxial dielectric resonators. Mutually coupled capacitors or mutually coupled inductors are etched on the two adjacent lateral surfaces of the adjacent coaxial dielectric resonators, respectively, with an alternate setup. The input and output ports of the built-in cross-coupled dielectric filter are positioned at the two coaxial dielectric resonators at the head and tail, respectively. The present invention is particularly applicable to the high-frequency realm such as microwave.