A neuromodulation device having means for selective denervation of nerves in a selected portions of a blood vessel and an embolic filter mounted to the catheter shaft at a location distal to the catheter balloon. Thus the filter can be down-stream from the blockage and can be properly positioned to capture embolic particles that can be set loose into the blood stream as the neuromodulation procedure can be performed. The embolic filter can be normally un-deployed against the catheter shaft to facilitate introduction and withdrawal of the device to and from the operative site. Once the neuromodulation device is properly positioned, however, means operatively associated with the embolic filter can be actuated to deploy the filter to position a filter mesh across the lumen of the vessel.