This paper presents the design and microfabrication of a coaxial dual model filter for applications in LMDS systems. The coaxial structure is formed by five conductive layers, each of which is of 700 µm thickness. The filter uses an air filled coaxial transmission line. It is compact with low dispersion and low loss. The design has been extensively tested using a prototype filter micromachined using laser drilling on a copper sheet and the results show a good agreement with the theoretical calculations. The laser fabrication has exposed weakness in suitability to volume production, uneven edges and oxide residuals on the edges, which affects the filter performance. A process for fabrication of such a filter in SU-8 has been developed which is based on a UV lithographical process. In order to fabricate such thick SU-8 layers, the SU-8 process has been optimized in terms of UV radiation and post exposure baking. During the test fabrication, the optimized SU-8 process has produced microstructures with an aspect ratio of 40:1 and a sidewall of 90 ± 0.1 • . The high quality SU-8 structures can be then either coated with a conductive metal or used as moulds for producing copper structures using an electroforming process. The microfabrication process presented in this paper suits the proposed filter well. It also reveals a good potential for volume production of high quality RF devices.