A combination oxygenator and arterial filter device for treating blood in an extracorporeal circuit includes a housing, an oxygenator, and a depth filter. The oxygenator includes a hollow fiber bundle forming an oxygenator exterior face. The depth filter is disposed (e.g., wound) directly over the exterior face, and includes a plurality of filaments arranged to define filter layers of level wound filaments. A first layer directly abuts the oxygenator exterior face. The oxygenator bundle differs from the depth filter in terms of: fiber and filament materials, construction of the fibers and filaments, and/or minimum gap spacings between axially adjacent ones of the fibers and the filaments. An oxygenator with integrated arterial filtering capability is provided that minimally impacts the extracorporeal blood circuit prime volume.