The modified Gabor wavelet transform (MGWT) algorithm gave the best prediction results among the independent protein coding regions prediction algorithms. In this paper, a FIR (Finite Impulse Response) windowed narrow pass-band filter (WNPBF) based protein coding regions prediction algorithm is proposed. The algorithm is consisted of the following parts mainly：designing a WNPBF with appropriate length, which taking the DNA sequence F56F11.4 as an example; extending the DNA sequences using the boundary symmetric padding method and cutting off the beginning part of the outputs of the WNPBF to eliminate the side effects of the group delay of the filter upon prediction results; designing a moving average filter to smooth the power spectral density curve to get better prediction results. Experiments carried out on DNA data sets ALLSEQ and HMR195 respectively gave the prediction results which are close or equal to the best ones. The proposed algorithm is much more efficient than MGWT algorithm and can be used for comparing the prediction results of different filters directly and objectively.