We fabricated depth-type hierarchical CNT/quartz fiber (QF) filters through in situ growth of CNTs upon quartz fiber (QF) filters using a floating catalyst chemical vapor deposition (CVD) method. The filter specific area of the CNT/QF filters is more than 12 times higher than that of the pristine QF filters. As a result, the penetration of sub-micron aerosols for CNT/QF filters is reduced by two orders of magnitude, which reaches the standard of high-efficiency particulate air (HEPA) filters. Simultaneously, due to the fluffy brush-like hierarchical structure of CNTs on QFs, the pore size of the hybrid filters only has a small increment. The pressure drop across the CNT/QF filters only increases about 50% with respect to that of the pristine QF filters, leading to an obvious increased quality factor of the CNT/QF filters. Scanning electron microscope images reveal that CNTs are very efficient in capturing sub-micron aerosols. Moreover, the CNT/QF filters show high water repellency, implying their superiority for applications in humid conditions.