The present invention provides an arrangement for filtering milk in a milking system, wherein said arrangement comprises a movable filter magazine provided with at least three filter devices (8), each of which comprises a tube housing a disposable filter and a support structure for supporting the disposable filter, and each of which is connectable to said milking system for filtering milk therein; and an actuating device for connecting each of said at least three filter devices, one at a time, to said milking system.