VIDEOClick to see full answer. Beside this, which way does the filter go in a furnace?Remove the old air filter from your furnace. On your new air filter, find the arrow that indicates the proper air flow direction. This tends to confuse everyone more than anything else. That arrow must always face toward the furnace and away from the return duct that carries the air in need of heating or cooling.Also Know, do you have to turn off furnace to change filter? To Change Your Home Air Filter, You’ll Need To Turn Off Your Furnace. To prevent the HVAC unit from turning on while you are changing the filter, make sure you turn the thermostat to the “off” position. For maximum safety, disconnect power from your furnace system while you are doing maintenance. Then, can I run my furnace without a filter temporarily? If you run a furnace without a filter for one night, it won’t affect your HVAC system detrimentally. However, the longer you run your heating system without an air filter, the more contaminants accumulate inside your heating unit inner mechanisms.What if my furnace doesn’t have a filter?Without a filter, the furnace is likely to get dirty. This reduces efficiency and comfort and increases heating costs. If there is an air conditioning evaporator coil in the supply duct, this coil is likely to become clogged if there is no filter. This will restrict airflow through the system.