Ultra-narrow multi-band filter (UMF) is with significant applications in the light propagation manipulation, such as the notch filtering and color generation. The widely studied plasmonic resonant systems are usually with broadband spectral response due to the large ohmic loss of the electron oscillations. Herein, we propose and demonstrate a novel polarization-controllable sharp multispectral filtering scheme by a lossless dielectric resonator-based metamaterial. Triple-band with the minimal bandwidth down to 4 nm and the corresponding spectral slope up to 84%/nm is achieved. The particle resonances of the top cylinders and the cavity modes by the bottom optical cavity and their coupling effects contribute to the subtractive light transmission filtering. Further study confirms the feasibility for adjusting the transmittance by controlling the polarization state. Classical Malus law is also verified in this filtering platform. The observed optical properties can be highly tuned by the structural parameters. These features hold the proposed filtering platform with wide applications in the optoelectronics, such as the color filters and displayers.