Summary: This paper deals with the problem of reliable filter with extended dissipativity for uncertain systems with discrete and distributed delays, and sensor-failure model of this system is assumed to be concerned with Markovian behaviour. First, based on a novel Lyapunov-Krasovskii functional, a sufficient condition, which ensures that the filtering error system is stochastically stable and extended dissipative, is obtained. Second, mode-dependent conditions for the solvability to the reliable filter with extended dissipativity problem are given in terms of linear matrix inequalities (LMIs). The desired filter parameters can be derived by using feasible solutions to the presented LMIs. Finally, two numerical examples are given to illustrate the effectiveness of the filter design method.