This paper addresses the problem of finite frequency (FF) H-infinity filter design for nonlinear continuous-time systems described by Takagi-Sugeno (T-S) fuzzy models. The objective is to provide a new design sufficient condition via linear matrix inequality (LMI) formulation, ensuring both the stability of the filtering error system and H-infinity performance when frequency ranges of noises are known beforehand. Less conservative results are obtained by using the generalised Kalman-Yakubovich-Popov (gKYP) lemma, Finsler's lemma and some independent matrices. Finally, three examples are given to show that the developed FF distributed filter design method has less conservation than the method for the entire frequency region.