One of the fundamental problems in sensor networks is to estimate and track the target states of interest that evolve in the sensing field. Distributed filtering is an effective tool to deal with state estimation in which each sensor only communicates information with its neighbors in sensor networks without the requirement of a fusion center. However, in the majority of the existing distributed filters, it is assumed that typically all sensors possess unlimited field of view to observe the target states. This is quite restrictive since practical sensors have limited sensing range. In this article, we consider distributed filtering based on linear minimum mean square error criterion in sensor networks with limited sensing range. To achieve the optimal filter and consensus, two types of strategies based on linear minimum mean square error criterion are proposed, that is, linear minimum mean square error filter based on measurement and linear minimum mean square error filter based on estimate, according to the difference of the neighbor sensor information received by the sensor. In linear minimum mean square error filter based on measurement, the sensor node collects measurement from its neighbors, whereas in linear minimum mean square error filter based on estimate, the sensor node collects estimate from its neighbors. The stability and computational complexity of linear minimum mean square error filter are analyzed. Numerical experimental results further verify the effectiveness of the proposed methods.