Abstract: The invention refers to a filter for an exhaust air box (2) between a space (1) containing powder mixed air and an outlet opening (2a), and where the filter is arranged to be passed by a flow of exhaust air, and to thereby capture the major part of powder carried in the flow of exhaust air, whereby the filter incorporates a portion (10) consisting of a multi-stage bed of balls of light expanded clay (10a) arranged on a grate-formed carrier (9a), the openings of which are of a size 9 which allows the carrier (9a) to serve as base for the balls (10a) without letting individual balls pass, and by which a network of labyrinth-formed passages mutually between the balls (10a) and between the balls (10a) and the grate-formed carrier (9a). The invention also refers to a method for cleaning such filter material, which incorporates tumbling of the material.