AbstractThree sets of continuous wavelets are constructed for the filtering processing in the airborne gravimetry. The continuous wavelet filters are used to do the low‐passing, first‐order derivative and second‐order derivative filterings at expected space (or time) scales for the airborne gravimetry data. Here we focus on how to construct the continuous wavelet filters and show their working principle. Particularly the technical parameters (window width parameter and scale parameter) of the filters are tested. The advantages of the continuous wavelet filters over the conventional digital filters are also discussed. We make some filtering tests, which show the feasibility and effectiveness of applying the continuous wavelet filters to the airborne gravimetry.