Experimental data of the manuscript "Improved biosensing of Legionella by integrating filtration and immunomagnetic separation of the bacteria retained in filters", published in Microchimica Acta, https://doi.org/10.1007/s00604-023-06122-1. This study presents a novel approach that combines filtration and the direct immunomagnetic separation of the retained bacteria Legionella in filters, for further electrochemical immunosensing. This strategy allows for the separation and preconcentration of the water-borne pathogen from high-volume samples, up to 1000 mL. The limit of detection of the electrochemical immunosensor resulted in 100 CFU mL−1 improved to up to 0.1 CFU mL−1 when the preconcentration strategy was applied in 1 L of sample (10^3-fold improvement). Remarkably, the immunosensor achieves the limit of detection in less than 2.5 h and simplifying the analytical procedure. This represents the lowest concentration reported to date for electrochemical immunosensing of Legionella cells without the need for pre-enrichment or DNA amplification. Furthermore, the study successfully demonstrates the extraction of bacteria retained on different filtering materials using immunomagnetic separation, highlighting the high efficiency of the magnetic particles to pull out the bacteria directly from solid materials. This promising feature expands the applicability of the method beyond water systems for detecting bacteria retained in air filters of air conditioning units by directly performing the immunomagnetic separation in the filters.