A mechanical filter for a deep fryer having a fry pot. The mechanical filter comprises a filtering membrane support comprising a plurality of links pivotally connected to one another. The filtering membrane support has a longitudinal axis. The mechanical filter also comprises a filtering membrane engageable with the plurality of links and defining transversally extending particle retaining cavities therewith. The filtering membrane extends along the longitudinal axis of the filtering membrane support. A filtering membrane support is also provided.