Stormwater runoff from expressways generally has high concentrations of heavy metals. However, the heavy metal removal of conventional sand filters is low, so a better alternative is required. In this study, several inexpensive materials were tested for their heavy metal adsorption, and the performances of the selected materials were evaluated via field tests. The results of laboratory experiments showed that the Cu adsorption capacity followed the order of Na-zeolite > zeolite > biochar > granular ferric hydroxide > sand ≥ orchid stone. The performance of a pilot-scale dual-media filter filled with Na-zeolite and mortar granules was monitored for four rainfall events at an expressway site, and was compared to that of a sand filter. Both filters showed similar event mean concentration (EMC) removal for BOD, COD, TOC, and T-N, without a notable decrease in hydraulic conductivity. However, the removal of T-P, Cu, Zn, Cr, Ni, and Fe by the dual-media filter was 37.6–74.8%, 59.1–90.1%, 84.9–99.7%, 100.0%, 100.0%, and 78.7–94.4%, respectively, which was up to 4.5 times of that of the sand filter. In addition, it was stable regardless of the influent EMCs. Overall, we showed that the dual-media filter is excellent in heavy metal removal from stormwater runoff, with negligible clogging.