A rigorous modal three-dimensional calculation method is used to analyze the diffraction and absorption losses in Fabry-Perot (FP) multilayer interferential filters between both single-mode input and output fibers. With an ordinary personal computer, this method affords accurate calculation of the absorption losses and the diffraction into the cladding modes of both fibers as well as the reflectance into the input fiber. The calculation results show that absorption losses and diffraction are troublesome for high-finesse FP filters.