This depends on the kind of air filter you have. If you have a disposable air filter, then you have no choice but to replace it. This is because trying to clean it could lead to issues like mold and inefficiency. Therefore, you must replace a disposable filter after a month or so.  However, if you have a washable filter, then you can clean it instead of replacing it. Keep in mind, though, that washable filters only work the best for three to six months; after that, they will have to be replaced, too.