Where is the fuel filter located on a 2002 Mazda Protege Where is the fuel filter located on a 2002 Mazda Protege? The fuel filter is located in the fuel tank. In order to change it you will need to make sure the tank is as close to empty as possible. SOLVED: Where is the fuel filter on a 2002 Mazda protege A 2001 Mazda Protege (actually, all models from 1999-2003 including the DX, LX, ES, Mazdaspeed, and Protege 5) does not have an inline fuel filter. The only fuel filter it has is a "strainer" or a "screen", which looks like a nylon mesh "sock". This strainer is connected to the fuel pump, located in the gas tank.