A ceramic hot-gas candle filter having a porous support of filament-wound oxide ceramic yarn at least partially surrounded by a porous refractory oxide ceramic matrix, and a membrane layer on at least one surface thereof. The membrane layer may be on the outer surface, the inner surface, or both the outer and inner surface of the porous support. The membrane layer may be formed of an ordered arrangement of circularly wound, continuous filament oxide ceramic yarn, a ceramic filler material which is less permeable than the filament-wound support structure, or some combination of continuous filament and filler material. A particularly effective membrane layer features circularly wound filament with gaps intentionally placed between adjacent windings, and a filler material of ceramic particulates uniformly distributed throughout the gap region. The filter can withstand thermal cycling during backpulse cleaning and is resistant to chemical degradation at high temperatures.