The integrated microwave photonic filter (MPF), as a compelling candidate for next-generation radio-frequency (RF) applications, has been widely investigated for decades. However, most integrated MPFs reported thus far have merely incorporated passive photonic components onto a chip-scale platform, while all necessary active devices are still bulk and discrete. Though few attempts to higher photonic integration of MPFs have been executed, the achieved filtering performances are fairly limited, which impedes the pathway to practical deployments. Here, we demonstrate, for the first time to our knowledge, an all-integrated MPF combined with high filtering performances, through hybrid integration of an InP chip-based laser and a monolithic silicon photonic circuit consisting of a dual-drive Mach–Zehnder modulator, a high-Q ring resonator, and a photodetector. This integrated MPF exhibits a high spectral resolution as narrow as 360 MHz, a wide-frequency tunable range covering the S-band to K-band (3 to 25 GHz), and a large rejection ratio of >40dB. Moreover, the filtering response can be agilely switched between the bandpass and band-stop function with a transient respond time (∼48μs). Compared with previous MPFs in a similar integration level, the obtained spectral resolution in this work is dramatically improved by nearly one order of magnitude, while the valid frequency tunable range is broadened more than twice, which can satisfy the essential filtering requirements in actual RF systems. As a paradigm demonstration oriented to real-world scenarios, high-resolution RF filtering of realistic microwave signals aiming for interference rejection and channel selection is performed. Our work points out a feasible route to a miniaturized, high-performance, and cost-effective MPF leveraging hybrid integration approach, thus enabling a range of RF applications from wireless communication to radar toward the higher-frequency region, more compact size, and lower power consumption.