Carbon‐bonded ceramic foam filters with different functional coatings are immersed in a 42CrMo4 steel melt within a steel casting simulator. The solidified steel is analyzed with respect to the size distribution and the chemical composition of the remaining nonmetallic inclusions (NMI). Cyclic loading and quasi‐static tests are performed to determine the fatigue limit, the strength, deformability, and toughness of the steel after filter immersion. The immersion of filter with calcium hexaluminate (CA6) coating significantly reduces the population of small (4–20 μm) NMIs. This leads to an increased deformability and, thus, ability for energy dissipation during deformation. However, the maximum size of NMIs is increased from 100 to 150 μm, which results in fatigue limit reduction, despite the decrease in NMIs total density. The majority of inclusions are found to be pure alumina. Large (up to 150 μm) plate‐like alumina inclusions introduce most of the detrimental effects on cyclic strength, whereas significant effect on quasi‐static strength is not found.