This work presents a fabrication approach of three-dimensional filters self-assembled inside pre-fabricated microchannels with adjustable filter thickness and screening scales. Biocompatible materials such as polystyrene microspheres and gelatin are used, respectively, as the assembly material and the sacrificial layer. Both of the screening efficiency and scales can be fine-tuned by controlling the amount and the diameter of the microspheres. Serum is successfully separated from diluted human blood by the fabricated filter. The developed process can add separation function onto pre-existing lab-on-a-chip. The potential applications of the filtration matrix include microscale chromatic analysis, clinic diagnostics, and three-dimensional DNA separation.