Abstract: A multi-piece air filter housing, air filter assembly, and method for assembling an air filter for use with a heating, ventilation, and air conditioning (HVAC) systems or stand alone air circulation devices. In one example at least a first sidewall section and a second sidewall section include sidewall connectors allowing the first and second sidewall sections to be connected defining an interior cavity for receipt and support of air filter media. In one example, the air filter housing includes four modular sidewall sections that are connected together to form the air filter housing. A housing connector is used to secure the air filter housing and filter media circumferentially around a forced air passage opening to direct airflow through the air filter housing and filter media. In one example, the air filter assembly is useful for suspending ceiling HVAC vents.