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In this letter, we propose a filtering device of Fabry-Perot (FP)-like microcavity with metallic gratings sandwiched between micro-spaced optically thin metal layers. By varying the period of the gratings, the resonance wavelength of transmission can be tuned in the optical spectrum regime. As analysis of the microcavity is beyond the classical theory of a FP cavity and the structured media with fine gratings in the microcavity behave like an effective medium, the microcavity is modeled as laterally coupled submicrocavities and the effective index of the cavity media is calculated. The proposed microcavity is promising for arrayed filters in integrated microoptical systems.