An apparatus for forming grooves in the peripheral surface of a filter rod includes two endless conveyor devices located such that one conveyor flight of a first one of the endless conveyor devices is generally parallel to and spaced from one conveyor flight of the second one of the endless conveyor devices. The first and second conveyor devices each have a plurality of filter rod receiving pockets at spaced apart intervals along their lengths. The pockets in the first and second conveyor devices cooperate across the space between their facing flights to hold cigarette filters to be grooved at predetermined spaced apart intervals as the endless conveyor devices move the filter rods through the apparatus. A grooving roller is located between the ends of each of first and second endless conveyor devices. The grooving rollers have radially extending groove forming projections which upon revolution of the rollers sequentially project into the space between the facing flights of the first and second endless conveyor devices. The groove forming projections embed in the filter rods carried by the conveyor devices between their facing flights thereby forming the grooves in the filter rods.