You can run your furnace without a filter. It will operate without one, though youll risk possible harm to your system and your self.
This can cause several issues:
- Low temperatures and poor airflow
- High bills
- An overworked and worn-down fan
- An overheated furnace
It will also generate a lot of dust that would increase the allergens and possible damage to your respiratory systems.
So, the answer is, NO.