This paper investigates the fuzzy H_∞ filter design issue for nonlinear systems with time-varying delay. In order to obtain less conservative fuzzy H_∞ filter design method, a novel integral inequality is employed to replace the conventional Lebniz-Newton formula to analyze the stability conditions of the filtering error system. Besides, the information of the membership functions is introduced in the criterion to further relax the derived results. The proposed delay dependent filter design method is presented as LMI-based conditions, and corresponding definite expressions of fuzzy H_∞ filter are given as well. Finally, a simulation example is provided to prove the effectiveness and superiority of the designed fuzzy H_∞ filter.