In order to realize multi-spectral imaging of space coronagraph, a compact filter wheel mechanism is designed. The filters  with different spectral transmittance can be cut into the optical path at different times by this mechanism. Because the  image contrast of space coronagraph is very high, the high stability requirement for the optical unit of coronagraph is put  forward. Small modulus worm gear and worm are taken by the mechanism, in order to realize compact structure, high  stiffness, the unidirectional 360° rotation and reverse self-locking function. The precision, stiffness, mechanical properties  and reliability of the mechanism are analyzed in the paper. The results show that the position accuracy of the filter wheel  can meet the requirement of ≤±0.5mm. The first order modal of the mechanism is 313Hz. The results of vibration test  indicate that stiffness, dynamic performance and reliability of the mechanism can be meet. Therefore, the design of filter  wheel in this paper can ensure the multi-spectral imaging requirements under complex spatial conditions