The effect of filter coating on the strength, deformation and toughness behavior of the quenched and tempered steel was investigated at different temperatures and at quasi-static loading rates. To this end, open foam filter “fingers” were immersed in the steel melt that was inductively stirred. The surface of the carbon-bonded alumina filter was functionalized with different coatings: uncoated, pure alumina, carbon-bonded alumina, carbon nanotubes + alumina nanosheets, calcium aluminate. The mechanical properties of the solidified and heat-treated steel were evaluated by tensile tests and fracture toughness tests at quasi-static loading rates and temperatures of −40 °C and 20 °C. Furthermore, the fracture surfaces were analyzed by means of scanning electron microscopy. Energy-dispersive X-ray spectroscopy enabled the chemical analysis of damage relevant non-metallic inclusion that remained in the melt. It was observed that the application of carbon nanotubes and alumina nanosheets leads to the highest strength. The carbon-bonded alumina coating results in the lowest strength. In contrast, the lowest deformability and energy dissipation at 20 °C was determined for the former coating. An intermediate strength and deformability in combination with the highest energy dissipation was found after application of the calcium aluminate coating. The fracture surface analysis revealed that pure alumina and aluminum-silicon-oxygen inclusions were damage relevant.