The problem of finite frequency H∞ filter design for networked control systems (NCSs) with missing measurements is addressed in this paper. With consideration of possible data missing, the NCSs are first modeled to Markov jump systems (MJSs). A finite frequency stochastic H∞ performance is subsequently given. By using the linear matrix inequality (LMI) method and the generalized KYP Lemma, an analysis condition guaranteeing the system to be with such a performance is derived. With the aid of the condition, a procedure of filter synthesis such that finite frequency specifications are captured, is given in the framework of linear matrix inequality (LMI). A simulation example is exploited to demonstrate the effectiveness of the proposed design procedures.