A closed cigarette filter for preventing tobacco from coming into direct contact with the mouth of the user and filtering undesirable products in the smoke, which includes strip of filter material having one edge cut to define multiple, adjacent panels or fingers, which strip is capable of being shaped in a tubular configuration and applied to the end of a cigarette, with the upward-standing panels located above the open end of the filter and the panels subsequently folded inwardly, either in at random or in a repeating pattern, to close the open end of the filter and provide a filter medium. In a preferred embodiment of the invention the filter includes a vent which facilitates escape of smoke from the interior of the filter and prevents further accumulation of products of combustion on the panels when the cigarette is burning, but is not being smoked. In another preferred embodiment the filter is shaped into a cylindrical configuration and placed inside a disposable or reusable filter tip, with the ends folded and lapped to facilitate smoking of the cigarette using the filter tip and filter combination.