diff --git a/homeassistant/components/filter/sensor.py b/homeassistant/components/filter/sensor.py
index eeb0d32f51c..baa4f90af3f 100644
--- a/homeassistant/components/filter/sensor.py
+++ b/homeassistant/components/filter/sensor.py
@@ -324,7 +324,8 @@ class FilterState:
     def set_precision(self, precision):
         """Set precision of Number based states."""
         if isinstance(self.state, Number):
-            self.state = round(float(self.state), precision)
+            value = round(float(self.state), precision)
+            self.state = int(value) if precision == 0 else value
 
     def __str__(self):
         """Return state as the string representation of FilterState."""
diff --git a/tests/components/filter/test_sensor.py b/tests/components/filter/test_sensor.py
index 9ae4245ed70..d46fa4eab68 100644
--- a/tests/components/filter/test_sensor.py
+++ b/tests/components/filter/test_sensor.py
@@ -208,6 +208,13 @@ class TestFilterSensor(unittest.TestCase):
             filtered = filt.filter_state(state)
         assert 21 == filtered.state
 
+    def test_precision_zero(self):
+        """Test if precision of zero returns an integer."""
+        filt = LowPassFilter(window_size=10, precision=0, entity=None, time_constant=10)
+        for state in self.values:
+            filtered = filt.filter_state(state)
+        assert isinstance(filtered.state, int)
+
     def test_lowpass(self):
         """Test if lowpass filter works."""
         filt = LowPassFilter(window_size=10, precision=2, entity=None, time_constant=10)