In this paper, we consider the ℋ︁∞‐filtering problem for singularly perturbed (two time‐scale) nonlinear systems. Two types of filters are discussed, namely, (i) decomposition and (ii) aggregate, and sufficient conditions for the solvability of the problem in terms of Hamilton–Jacobi–Isaac's equations (HJIEs) are presented. Reduced‐order filters are also derived in each case, and the results are specialized to linear systems, in which case the HJIEs reduce to a system of linear‐matrix‐inequalities (LMIs). Based on the linearization of the nonlinear models, upper bounds ε* of the singular parameter ε that guarantee the asymptotic stability of the nonlinear filters can also be obtained. The mixed ℋ︁2/ℋ︁∞‐filtering problem is also discussed. Copyright © 2010 John Wiley & Sons, Ltd.