Capture of micron-sized magnetic particles on high gradient magnetic separators (HGMS) has been studied for decades in view of broad applications to ore beneficiation and to magnetic separation of biological cells. Filtration of magnetic nanoparticles, as small as 10-20 nm in diameter, is often considered as practically irrelevant because of the weakness of magnetic interactions as compared to Brownian effects. We show in this work that, despite a strong Brownian motion, the nanoparticles can be effectively captured by a magnetic filter element if the interparticle interactions are large enough to provoke a condensation phase transition in the vicinity of the filter element. In experiments, we observe formation of thick anisotropic “clouds” of nanoparticles around a micron-sized spherical filter element, and try to estimate the shape and the concentration profile of these clouds both in the absence and in the presence of the external flow. This study is motivated by a potential application to magnetically assisted water purification.