We propose in this paper that a dual waveguide coupled by a finite barrier be able to serve as an energy filter under a perpendicular magnetic field. In the waveguide direction, the conductance exhibits a periodic square-wave patte in which the miniband is controlled by the magnetic and potential modulation. The electrons with energies in the miniband can completely transfer along one waveguide while the other electrons undergo filtration. Compared with the coupled waveguide without magnetic modulation, the structure under magnetic field is found to be a good directional coupler. By adjusting the potential barrier and magnetic field, the electrons input from one port of waveguide can transfer to any other ports.