This paper investigates the infinite horizon H_∞ filtering problem for stochastic pantograph systems governed by Ito stochastic linear differential equation. First, a sufficient condition for asymptotic mean-square stability of pantograph systems is presented by means of Lyapunov approach. Then, based on matrix inequalities, the H_∞ filtering problem for this kind of systems is studied and a sufficient condition for the existence of the H_∞ filter is derived. Finally, an example is given to illustrate the results.