We report a continuously tunable microwave photonic notch filter with complex coefficient based on dual-drive Mach-Zehnder modulator (DDMZM). The complex coefficient is realized by incorporating two complimentary wideband microwave photonic phase shifters in the system. The frequency response of the microwave photonic notch filter is continuously tunable over a full free-spectral range (FSR) without changing its shape and FSR by simply adjusting the bias of the DDMZM. The proposed approach is theoretically analyzed and experimentally verified.Index Terms-Microwave photonic filter, complex coefficient, dual-drive Mach-Zehnder modulator.