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Power quality in distribution systems may deteriorate due to an increase in nonlinear loads. The single-tuned passive filter is considered as one of the most economical and efficient approaches to reduce the harmonics. This paper presents a new method for studying passive filter planning using Simultaneous Perturbation Stochastic Approximation (SPSA). SPSA is an easily implemented and highly efficient gradient approximation that relies on two values of the objective function. The number (integer) of capacitor bank and tuned resonance frequency (real number) of the single-tuned passive filter are considered as unknowns. Simulation results from an 18-bus system with multiple nonlinear loads show the applicability of the proposed method. It can be found that the proposed method can obtain the optimal solution in a very short CPU time.