A combination oxygenator and arterial filter device for treating blood in an extracorporeal blood circuit. The device includes a housing maintaining a core and a fiber bundle. The fiber bundle is formed by a plurality of hollow fibers continuously helically wound about the core to form layers of level wound fibers. The layers combine to define an oxygenator region and a radially outward depth filter region. A minimum gap spacing between fibers of the oxygenator region layers is greater than a minimum gap spacing of the depth filter region layers. The fiber bundle can function as a blood oxygenator and exhibits a filtration efficiency of not less than 92% in filtering particles having a particle size of about 45 microns. An oxygenator with integrated arterial filtering capability is provided that minimally impacts the extracorporeal blood circuit prime volume.