Signal processing and filter operations are important tools for visual data processing and analysis. Due to GPU memory and bandwidth limitations, it is challenging to apply complex filter operators to large-scale volume data interactively. We propose a novel and fast multiscale compression-domain volume filtering approach integrated into an interactive multiresolution volume visualization framework. In our approach, the raw volume data is decomposed offline into a compact hierarchical multiresolution tensor approximation model. We then demonstrate how convolution filter operators can effectively be applied in the compressed tensor approximation domain. To prevent aliasing due to multiresolution filtering, our solution (a) filters accurately at the full spatial volume resolution at a very low cost in the compressed domain, and (b) reconstructs and displays the filtered result at variable level-of-detail. The proposed system is scalable, allowing interactive display and filtering of large volume datasets that may exceed the available GPU memory. The desired filter kernel mask and size can be modified online, producing immediate visual results.