In this Letter, a magnetically driven rotary microfilter that enables switching the modes of filtering and passing is fabricated in microfluidic devices via two-photon polymerization using a femtosecond laser for selective filtering of particles. The high-quality integration of a microfilter is ensured by accurately formulating the magnetic photoresist and optimizing the processing parameters. By changing the direction of the external magnetic field, the fabricated microfilter can be remotely manipulated to rotate by desired angles, thereby achieving the "filtering" or "passing" mode on demand. Taking advantage of this property, the magnetically rotary microfilter realizes multi-mode filtering functions such as capturing 8 µm particles/passing the 2.5 µm particles and passing both particles. More importantly, the responsive characteristic increases the reusability of the microchip. The lab-on-chip devices integrated with remotely rotary microfilters by the femtosecond laser two-photon polymerization with the functional photoresist will offer extensive applications in chemical and biological studies.