An assembly for loading a collapsible embolic protection filter (1) into a catheter (2), comprises a catheter (2) defining a reception space at a distal end of the catheter (2) for receiving a collapsed embolic protection filter (1); and a separate removable pushing device (8) for delivering the embolic protection filter (1) into the reception space. The pushing device (8) comprises an elongate stem (71) with a proximal stop (72) for engagement with the filter (1). A separate loading device (7) to collapse the embolic protection filter (1) is also provided. The loading device (7) defines an inlet end and an outlet end, the outlet end being configured for co-operative alignment with the reception space.