The film supported cavity microshield transmission line is analyzed and its physical structure is given out. In order to verify the superiority of microshield transmission line in millimeter wave application, parallel-coupled microstrip line method is adopted to design a 4th order Chebyshev filter with the three-symmetrical-line structure. The proposed microshield cavity structure is simulated with HFSS, achieving a broadband filter with center frequency of 35 GHz, bandwidth 15 GHz, band insertion loss below 0.5 dB and band rejection>40 dB@53 GHz. The device has a size of 8.24 mm×1.5 mm×0.65 mm. This design provides a possible method for implementing filters based on plain transmission line in millimeter band.