A circularly polarized (CP) filtering dielectric resonator antenna (DRA) is investigated in this paper. The DRA is fed by a cross slot to produce CP radiation. A parasitic rectangular patch is introduced on the top of DRA to improve the impedance matching and CP purity of the antenna, while a novel microstrip feedline is used to generate radiation nulls at the passband edges and thus forming a quasi-bandpass filtering response. The design obtains an impedance bandwidth of 6.5% (19.3-20.6 GHz) and an axial ratio (AR) bandwidth of 7.1% (19.0-20.4 GHz). Therefore, an overlapping bandwidth of 5.5% is achieved, ranging from 19.3 to 20.4 GHz. Moreover, the realized gain of the antenna is stable within the working passband, with the maximum and minimum gains given by 8 and 7.7 dBic respectively. Outside the passband, the radiation suppression levels are more than 21 and 18 dB at the lower and higher frequencies.