In order to meet the latest national ultra-low emission standards, effective management of industrial dust is the key to achieving the goal. This study establishes an experimental test system for filter materials to investigate the influence of dust concentration and dust moisture content on the dust cake formation characteristics and filtration performance of coated filter media by analyzing the pressure drop, filtration efficiency, dust deposition per unit area, the thickness of dust cake and the standard deviation of thickness. The results show that with the extension of the filtration time, the thickness and inhomogeneity of the dust cake gradually increased from the top to the bottom in the vertical direction, however, the unevenness of the dust cake thickness stabilized after a period of time. With the increase of dust concentration, the thickness and inhomogeneity of the dust cake gradually increase. When the dust concentration is low, the overall increase in the thickness of the dust cake from the top to the bottom is slow, and the thickness difference is small. When the dust concentration is high, the thickness of the top of the dust cake increases slowly and the thickness of the bottom increases rapidly. With the increase of dust concentration, the pressure and the dust deposition per unit area increase, the filtration efficiency is around 99.9%, and the porosity gradually decreases overall. With the increase of dust moisture content, the uniformly of dust cake varies significantly, the dust cake uniformity is poor when the dust moisture content is 9% and 13%, and the distribution of dust cake is relatively uniform when the dust moisture content is 10%~12%. The effect of dust moisture content on the filtration performance is mainly reflected in the change of pressure drop, and the increase of dust moisture content helps to reduce the pressure drop of the dust cake, and the effect on the filtration efficiency is not significant.