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Through microscopic visualization experiments, a process generally known as depth filtration was shown to be caused by surface pores. Moreover, the existence of a soot cake layer was an important advantage for filtration performance because it could trap most of the particulates. We proposed an ideal diesel particulate filter (DPF), in which a silicon carbide (SiC) nanoparticle membrane (made from a mixture of 80 nm and 500 nm powders) instead of a soot cake was sintered on the DPF wall surface; this improved the filtration performance at the beginning of the trapping process and reduced energy consumption during the regeneration process. The proposed filter was called a diesel particulate membrane filter (DPMF). A diesel fuel lamp was used in the trapping process to verify the trapping and oxidation mechanisms of ultrafine particulate matter. Thus, the filtration performance of the membrane filters was shown to be better than that of conventional DPFs.