In this paper, the design of a dual-band filter based on the band gap waveguide (BGW) is presented. In the low-frequency band, the TE201 mode rectangular waveguide cavity resonator was used to design the bandpass filter, which significantly reduces the impact of the high-frequency transmission line (TL). In the high-frequency band, a TE101 mode cavity resonator based on the gap waveguide (GW) structure was used to design the high-frequency band filter. A lower insertion loss can be achieved with the use of all-metal structure. A dual-band filter prototype was fabricated to verify its performance. According to the measurement results, the insertion loss is less than 1.3 dB and the return loss is better than 14 dB in the frequency range of 5.92–6.06 GHz; and the insertion loss is less than 1.77 dB and the return loss is better than 15 dB in the frequency range of 80.6–86.2 GHz. The frequency ratio is as large as 13.9, and because the high-frequency band filter is embedded in the cavity resonator of the low-frequency band filter, it saves space to a certain extent and realizes the integrated design of the dual-band filter, which is of great significance for the improvement of the performance of the dual-band communication system in higher-frequency bands.