This paper is concerned with the problem of robust filter design for networked control systems (NCSs) with random missing measurements. Different from existing robust filters, the proposed one is designed in finite-frequency domain. With consideration of possible missing data, the NCSs are first modeled to Markov jump systems (MJSs). A finite-frequency stochasticH∞performance is subsequently given that extends the standardH∞performance, and then a sufficient condition guaranteeing the system to be with such a performance is derived in terms of linear matrix inequality (LMI). With the aid of this condition, a procedure of filter synthesis is proposed to deal with noises in the low-, middle-, and high-frequency domains, respectively. Finally, an example about the lateral-directional dynamic model of the NASA High Alpha Research Vehicle (HARV) is carried out to illustrate the effectiveness of the proposed method.