Besides the macro-porosity, another key issue for the filtration efficiency is the influence of the filter surface. Therefore, the preparation of alumina filters with a spinel coating as a functionalized filter surface was investigated and optimized. Two different coating methods, spraying and dipping of the filter into the slurry combined with a centrifugation, were compared in terms of the cold compression strength and homogeneity of the coating. Furthermore, the influence of the application of one or two sintering steps for the spinel-coated filter was investigated. The best results regarding the mechanical strength and the global and local homogeneity were achieved for the centrifuged samples, which were sintered two times. In the second step, the filters with spinel and without coating were prepared with a focus on obtaining the same porosity for the different versions and therefore the same surface. The thermal shock behavior of the filters was tested with a “Small Impingement Test” using aluminum melt at a temperature of 750 °C. All the filters pass the “Small Impingement Test”.