Disclosed is a catalytic filter for removing soot particulates from diesel engine exhaust, which is comprised of monolithic oxidation catalyst upstream of the catalytic filter, which effectively oxidize gaseous pollutants and volatile organic fractions, and a catalyzed wall-flow filter downstream serving to low temperature combustion of soot particulates collected on the filter. Also, the preparation method of the catalytic filter is provided, including the colloidal mixture solution of platinum group metal salts and other metal salts with a water-soluble polymer and a reducing agent, which is then impregnated on a catalyst support, followed by calcining at high temperatures. In the present invention, use of the catalytic filter provides effective means of abating diesel exhaust pollutant emissions, that is, particulate matter (PM) and gaseous pollutants (HC, CO, NOx).