Multi-walled carbon nanotubes (MWCNTs) have been recently applied on the surface of carbon-bonded alumina filters in order to influence the reactions occurring during the first contact with the steel melt. They could potentially accelerate the deposition of endogenous particles, which would in turn result in a better filtration process. In the present work, the performance of MWCNTs-coated carbon-bonded alumina filters was assessed in comparison to uncoated filters, using a special steel casting simulator under controlled atmosphere. Short immersion times were used in order to better compare the behavior of these samples and check the microstructure evolution at the beginning of the filtration process. The microscope investigations indicated a better performance of the MWCNTs-coated filters, both after 10 and 30s of immersion.