A silicon bulk-micromachining technology is used to fabricate a GMR filter by exploiting the structure of a suspended silicon nitride (SiNx) membrane on the silicon substrate. A first silicon nitride (SiNx) thin film and a second silicon nitride (SiNx) thin film are formed on opposite sides of the silicon substrate. A first opening is defined in the first silicon nitride (SiNx) thin film, and a grating structure is defined in the second silicon nitride (SiNx) thin film. By etching off a portion of the silicon substrate exposed from the first opening until a portion of the second silicon nitride (SiNx) thin film is exposed from the first opening, a light path space is defined.