Impurities such as oil mist entrained during natural gas extraction and transportation can affect the reliable operation of equipment such as metering instruments and compressor units in the pipeline system. Using coalescing filters made from filter materials is currently a reliable method for removing oil mist and other impurities. Wettability has been proven to be an important factor affecting the oil mist filtration performance of filter materials, but its specific influencing mechanism remains unclear. This study systematically investigates the effect of wettability on the oil mist filtration performance of filter materials, aiming to address the issues of low filtration efficiency and high filtration resistance in oleophilic filter materials currently used in industry. The results indicate that filter materials with higher oleophobicity exhibit better oil mist filtration performance, manifested primarily as increased filtration efficiency and reduced steady-state pressure drop. Notably, for lower-precision filter materials, superoleophobic materials exhibit a 13.62% increase in filtration efficiency and a 20.46% decrease in steady-state pressure drop compared to oleophilic materials. In experiments with multi-layer filter materials combinations, the results reveal that filter materials with higher oleophobicity exhibit higher filtration efficiency and lower steady-state pressure drop. Combining these findings with the "jump-channel" model, the results suggest that filter materials with higher oleophobicity have lower channel pressure drop. The experimental results of this study provide a reliable theoretical basis for optimizing coalescing filter materials used in the natural gas pipeline transportation industry.