The first demonstration of narrowband spectral filtering of multimode light on a 3D integrated photonic chip using photonic lanterns and waveguide Bragg gratings is reported. The photonic lanterns with multi-notch waveguide Bragg gratings were fabricated using the femtosecond direct-write technique in boro-aluminosilicate glass (Corning, Eagle 2000). Transmission dips of up to 5 dB were measured in both photonic lanterns and reference single-mode waveguides with 10.4-mm-long gratings. The result demonstrates efficient and symmetrical performance of each of the gratings in the photonic lantern. Such devices will be beneficial to space-division multiplexed communication systems as well as for units for astronomical instrumentation for suppression of the atmospheric telluric emission from OH lines.