A sheath attached to a guide wire, a tubular shaft member slidable on the guide wire and a filtering assembly constricted within the sheath are movable in a vessel to a position distal to a lesion in the direction of fluid flow. The filtering assembly may be formed from a plurality of angularly spaced splines and a mesh disposed on the splines having properties of passing fluid in the vessel while blocking the passage of emboli in the fluid. The splines may be provided with shape memory for expanding against the wall of the vessel when released from constriction by the sheath. The sheath may be moved relative to the filtering assembly and the support member to release the filter for expansion against the vessel wall. An interventional device can be used to treat the lesion. Any emboli released into the vessel as a result of the interventional treatment are blocked by the filter member while fluid is allowed to pass there through.