Tips for Changing a Diesel Engine's Air and Fuel Filters The air filter setup on most diesel engines is the same as on gasoline-powered vehicles, with the filter located inside the cold air collector box located under the hood. Most diesels have two fuel filters: a “primary” filter located between the fuel tank and the engine, which cleans the fuel before it Fuel Filter, Fuel Filter Replacement, Diesel Fuel Filter A diesel fuel filter is one such example of a fuel filter. It is a stainless steel fuel cleaning system specially designed for marine use - cleaning contaminants like algae, water and rust our of your fuel. Proper engine performance. Fuel filters offer this benefit and more.