Interactions between different resonance modes in optoelectronic structures may introduce coupled modes that can be utilized to explore special optical functions that cannot be realized by conventional methods. A novel dual band filter based on sub-wavelength metal grating with groove caved in and waveguide layer below is proposed in this paper. The metal grating is caved with a groove in the middle of every metal trip, and a waveguide layer with higher refractive index is placed between the metal grating and glass substrate. Using the finite-difference time-domain (FDTD) method, we research the implied physical mechanism by investigating the transmission spectrum with the changing of the structural parameters and the electromagnetic field distributions at some specific wavelengths, such as peaks and valleys in the transmittance. In our simulation, we chose Ag as the grating material and Drude-Lorentz model is employ to describe the dielectric constant. It is found that the two resonance bands are determined by different structural parameters, which due to different mechanism, FP resonance and waveguide resonance, and we also take the groove cavity mode into account when the standing wave oscillates in the groove and result in the dips between two peaks. Besides, the most notable of these features is that the increase of the grating height doesn’t shift these two resonance wavelength at all, and groove parameters only move the first peak wavelength regularly, which could be an excellent candidate for dual band filter in the telecom wavelengths. Our proposed structure with subwavelength may provide potential applications in optoelectronic devices.