In filtering particles such as soot from a flue gas a porous filter body of a particulate material bonded together in the body is employed. The material is a metal or metal-like material having a thermal conductivity in excess of 10 W/mK, and the porous filter body has a porosity of 50-90% and a maximum pore size of 10-40 .mu.m. In accordance with the method, the flue gas is conducted through the porous filter body so as to accumulate the particles in the porous filter body. The particles accumulated in the porous filter body are burned off, whereby heat is generated locally. The heat generated locally by the burning-off of the particles is conducted throughout the porous filter body so that the temperature rise generated by the burning-off heat is reduced. Consequently, the porous filter body is not exposed to fatal thermal stresses. A particular application of the porous filter body of the flue gas filter means is in vehicles comprising combustion engines generating soot, such as in diesel engines.