We propose and experimentally demonstrate a microwave photonic (MWP) notch filter based on a silica microsphere cavity. By using a high-Q-factor (∼1e7) cavity with a diameter of 132 um, the filter bandwidth can be easily decreased to 15 MHz in terms of simple fabrication and flexible coupling. Then we use the advanced modulation technique based on a dual parallel Mach-Zehnder modulator to further improve peak rejection (PR). The experimental results show that the MWP notch filter with its PR beyond 55 dB and frequency tunability range over 8 GHz has been achieved in combination with double-sideband modulation. To the best of our knowledge, this is a record for PR and bandwidth considered simultaneously for an MWP filter based on silica microcavities. Thus, the proposed MWP filter will be useful in the fields of microwave photonic signal processing, radar systems, etc.