We describe five broad-band filters and a narrow-band one for the Hyper Suprime-Cam (HSC) at the prime focus of the Subaru Telescope. Since the HSC is a practical successor to the Suprime-Cam (SC), our broad-band filter set follows the SC's SDSS g', r', i', z' filters, and Y filter, and the Hα filter is adopted as our first narrow-band filter. Filters for the HSC are quite large; therefore, they are constructed only by interference coatings. Based on a draft specification guided by that of SC's filters, we made prototype filters which were evaluated at a laboratory, and eventually used them in the actual HSC commissioning observation. Through this process, we learned that transmission measurement with a fine spatial sampling was crucial for reliable understanding of the filter characteristics, and this motivated us to develop an efficient measurement system. Since this measurement system is placed in the summit facility and functions semi-automatically, long-term monitoring of the performance of HSC filters will be achieved. We present in this paper the specifications that the HSC filter should meet, problems and solutions in filter implementation, issues found through the commissioning observing run, the new filter measurement system at the summit facility, and transmission curves and tables of the filters.