The fuel filter on most Mazda cars can be located on a bracket in the left rear of the engine compartment, next to or beneath the brake master cylinder fluid reservoir or as part of the fuel pump assembly.
The filter on Mazda3 models is part of the fuel pump assembly.
The fuel filter is part of the pump assembly. Once the fuel pump is removed, remove the filter retainer and filter. refer to the fuel pump procedure or removal and installation.