Conventional aerosol filters typically have homogeneous wettability with limited filtration ability especially for small oil mists. Increasing filtration efficiency using thicker filter pad or finer fibers both result in considerable increase of pressure drop, which adversely increases energy consumption. It remains a challenge to develop effective filter materials that can effectively remove oil mists from air at a low flow resistance. Here, a novel concept about improving oil mist filtration efficiency without apparently increasing pressure drop using a fibrous filter with asymmetric wettability across the thickness is demonstrated. Dip-coating and single-side electrospraying are used to make fibrous filter have a homogeneous superoleophobicity or directional oil-transport function. When the two are combined together, they show a filtration efficiency as high as 99.45% for small oil mists (size 0.01-0.8 µm) and nearly 100% for large oil mists (size 0.5-20 µm) with a pressure drop of 9.29 kPa. With the same thickness and fibrous structure, our directional oil-transport/superoleophobic filter has higher quality factor than those with homogeneous oleophilic, superoleophobic, and asymmetric wettability of other superoleophilic/superoleophobic combinations, for both small and large oil mists. Directional oil transport-superoleophobic filters may lead to a novel, high-performance, low energy consumption oil mist separation technology.