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The paper deals with the reliable H _∞ filtering problem for linear uncertain continuous-time systems with bounded disturbances. Different from the existing approaches, the filter is designed in certain finite frequency ranges, which is important in practice, since the full frequency approaches are conservative to some extent for the case when the frequency ranges of disturbances are known beforehand. With the aid of the Generalized Kalman-Yakubovich-Popov (GKYP) lemma, the filter design problem is formulated into a set of linear matrix inequalities (LMIs). A numerical example is given to illustrate the effectiveness of the proposed methods.