The invention relates to a filter type flue gas sampling device capable of being assembled, and belongs to the field of technical equipment related with electric power project. The device comprises a filter head; the filter head is detachably connected to one end of a sampling gun barrel; the other end of the sampling gun barrel is connected to a sampling gun hand holder; a filter unit is arranged in the filter head; a flue gas runner is arranged in the sampling gun barrel; the flue gas runner comprises an air inlet channel, a descending channel, a lifting channel, and an air outlet channel, which are communicated in sequence; a first baffle plate and a second baffle plate are arranged in the descending channel, the first baffle plate is hermetically connected to the top of the descending channel, the second baffle plate is hermetically connected to the bottom of the descending channel; the filter head, the sampling gun barrel, and the sampling gun hand holder are all provided with a card slot, and at the same time, the external side of the sampling gun hand holder is provided with a thermal insulation sleeve. Through designing a novel structure, the device is convenient to disassembly and is capable of filtering soot in the flue gas.