Protection device for filtering fluid flowing through a lumpen of a vessel in a patents vascular system having an elongate support member carrying a filter element (41) expandable from a delivery configuration to an expanded deployed configuration when the filter element is deployed in the body lumen. The proximal end of the filter is connected at the distal end of a proximal elongate support segment (42) of the support member and the distal end of the filter element is connected at the proximal end of the distal element (46). The filter element (41) defines an interior cavity in which no substantial portion of the elongate support member lies, and a plurality of openings to capture particles greater than a predetermined size inside the cavity of the filter element.