The Location of the Fuel Filter in a Express Chevy 3500 The fuel filter on the Chevrolet Express 3500 van is an important part of the fuel system. Fuel or gasoline must be cleaned as it flows through the fuel lines and into the injectors. The Express has two different fuel filters that clean the fuel from debris and foreign particles. Chevrolet Silverado 3500 HD Fuel Filter - autozone Order Chevrolet Silverado 3500 HD Fuel Filter online today. Free Same Day Store Pickup. Check out free battery charging and engine diagnostic testing while you are in store.