diff --git a/packages/grid/x-data-grid-pro/src/components/headerFiltering/GridHeaderFilterCell.tsx b/packages/grid/x-data-grid-pro/src/components/headerFiltering/GridHeaderFilterCell.tsx
index 517ea8eb2e41..d3e9a234eca3 100644
--- a/packages/grid/x-data-grid-pro/src/components/headerFiltering/GridHeaderFilterCell.tsx
+++ b/packages/grid/x-data-grid-pro/src/components/headerFiltering/GridHeaderFilterCell.tsx
@@ -192,7 +192,7 @@ const GridHeaderFilterCell = React.forwardRef<HTMLDivElement, GridHeaderFilterCe
     const onMouseDown = React.useCallback(
       (event: React.MouseEvent) => {
         if (!hasFocus) {
-          if (inputRef.current) {
+          if (inputRef.current && inputRef.current.contains(event.target as HTMLElement)) {
             inputRef.current.focus();
           }
           apiRef.current.setColumnHeaderFilterFocus(colDef.field, event);
@@ -255,7 +255,21 @@ const GridHeaderFilterCell = React.forwardRef<HTMLDivElement, GridHeaderFilterCe
               inputRef={inputRef}
               applyValue={applyFilterChanges}
               onFocus={() => apiRef.current.startHeaderFilterEditMode(colDef.field)}
-              onBlur={() => apiRef.current.stopHeaderFilterEditMode()}
+              onBlur={(event: React.FocusEvent) => {
+                apiRef.current.stopHeaderFilterEditMode();
+                // Blurring an input element should reset focus state only if `relatedTarget` is not the header filter cell
+                if (!event.relatedTarget?.className.includes('columnHeader')) {
+                  apiRef.current.setState((state) => ({
+                    ...state,
+                    focus: {
+                      cell: null,
+                      columnHeader: null,
+                      columnHeaderFilter: null,
+                      columnGroupHeader: null,
+                    },
+                  }));
+                }
+              }}
               label={capitalize(label)}
               placeholder=""
               isFilterActive={isFilterActive}
diff --git a/packages/grid/x-data-grid-pro/src/tests/filtering.DataGridPro.test.tsx b/packages/grid/x-data-grid-pro/src/tests/filtering.DataGridPro.test.tsx
index 6922d091c309..9e878e0a9e37 100644
--- a/packages/grid/x-data-grid-pro/src/tests/filtering.DataGridPro.test.tsx
+++ b/packages/grid/x-data-grid-pro/src/tests/filtering.DataGridPro.test.tsx
@@ -883,7 +883,7 @@ describe('<DataGridPro /> - Filter', () => {
       const filterCell = getColumnHeaderCell(0, 1);
       const filterCellInput = filterCell.querySelector('input')!;
       expect(filterCellInput).not.toHaveFocus();
-      fireEvent.mouseDown(filterCell);
+      fireEvent.mouseDown(filterCellInput);
       expect(filterCellInput).toHaveFocus();
       fireEvent.change(filterCellInput, { target: { value: 'ad' } });
       clock.tick(SUBMIT_FILTER_STROKE_TIME);
diff --git a/packages/grid/x-data-grid/src/hooks/features/focus/useGridFocus.ts b/packages/grid/x-data-grid/src/hooks/features/focus/useGridFocus.ts
index aae50b0ff660..35da2277c49d 100644
--- a/packages/grid/x-data-grid/src/hooks/features/focus/useGridFocus.ts
+++ b/packages/grid/x-data-grid/src/hooks/features/focus/useGridFocus.ts
@@ -492,7 +492,6 @@ export const useGridFocus = (
   }, [apiRef, handleDocumentClick]);
 
   useGridApiEventHandler(apiRef, 'columnHeaderBlur', handleBlur);
-  useGridApiEventHandler(apiRef, 'headerFilterBlur', handleBlur);
   useGridApiEventHandler(apiRef, 'cellDoubleClick', handleCellDoubleClick);
   useGridApiEventHandler(apiRef, 'cellMouseDown', handleCellMouseDown);
   useGridApiEventHandler(apiRef, 'cellKeyDown', handleCellKeyDown);