In this paper, the effect of a mullite coating on a carbon-bonded alumina filter used in steel melt filtration on the mechanical properties of the cast steel G42CrMo4 (1.7231) at both quasi-static and cyclic loading is presented. The investigations cover quasi-static tensile tests at different temperatures. Additionally, cyclic tests in high-cycle fatigue (HCF) and very high-cycle fatigue (VHCF) regimes were performed. Fracture surfaces as well as cross-sections are examined by scanning electron microscopy and light microscopy to determine the non-metallic inclusions responsible for failure. In comparison to the uncoated filter, a mullite coating on the filter leads to a deterioration of deformation characteristics and fatigue lifetime of the cast steel. This effect is attributed to a higher amount of large non-metallic inclusions, which were not retained by the coated metal melt filter.