To solve the problem of target polarization loss and phase distortation of conventional three-dimension polarization filter for High Frequency Surface Wave Radar (HFSWR), a three-dimension polarization filter approach based on oblique projection is proposed in this paper. The spatial polarization parameters of the target signal and interference signal are used to span the corresponding subspace respectively, and then an oblique projection operator is obtained to form a polarization filter vector. Compared with the conventional three dimensions polarization filter, no amplitude loss and phase distortion of the target signals are introduced while the interference is mitigated perfectly, the improvement of significant signal to interference plus noise power ratio (SINR) can be expected and the phase coherence of the target signal can be kept. The simulation results indicate that the proposed method can effectively suppress the polarized interference for HFSWR.