In this paper, a novel, to the best of our knowledge, ultra-broadband all-fiber filter is proposed and designed, which is composed of two (or more) continuously tilted long-period fiber gratings (TLPFGs) with different grating tilt angles and the same actual period. For the filter constructed with two TLPFGs, one TLPFG is operated in a dual-peak resonance state to produce two resonance peaks, and the other TLPFG is operated at the phase-matched turning point to produce a broadband resonance peak. The three resonance peaks are superimposed, resulting in a large broadband peak. Based on the mode coupling theory, the effects of structural parameters such as grating axial period, actual period, tilt angle, and grating length on the characteristics of this filter are analyzed, and an effective method for selecting structural parameters is given. The simulation results show that when the actual period of the two TLPFGs is 170 µm, the tilt angles are 21.961° and 19.639°, and the grating lengths are 0.95 cm and 0.96 cm, respectively, the filter bandwidth can reach up to 440 nm, which can cover the E–U bands. In addition, cascaded multiple TLPFG ultra-broadband filters with different tilt angles are discussed. The cascaded multiple segment TLPFG filter can realize ultra-broadband filtering in the range of 1200–2000 nm, and easily covers the O–U bands. The all-fiber optic filter proposed in this paper has the advantages of simple structure, easy production, low cost, and high filtering capability, which makes it competitive in communication and sensor systems.