A nano-scale filter (10) includes a porous supporting component (14) and a carbon nanotube filtration membrane (12) sintered on a top surface of the porous supporting component. The porous supporting component has a number of micro-scale pores. The filtration membrane is configured as a network formed by aggregating a number of multi-junction carbon nanotubes. The multi-function carbon nanotubes are selected from the group consisting of two-dimensional junction carbon nanotubes (30, 40, 50, 60), three-dimensional junction carbon nanotubes (20) and an admixture thereof. A method for making the nano-scale filter is also provided.