[Problems] The present invention provides a filter containing built-in capsule in which a tobacco flavor enhancing liquid that can enhance flavor aspects such as taste, aroma, and richness is encapsulated, along with a cigarette and cigarette substitute comprising this filter.[Resolution means] The cigarette in which filter containing built-in capsule 1 according to the present invention is incorporated includes cut leaf 2, rolling paper 3, filter 4, and tip paper 5, with easily breakable capsule 6 incorporated in filter 4, and tobacco flavor enhancing liquid 8 including natural cacao extract encapsulated in film 7. When smoking, by pinching the filter part to crush capsule 6, film 7 bursts, causing tobacco flavor enhancing liquid 8 to ooze into filter 4 and enabling enhancement of the taste, aroma, richness, etc. specific to tobacco.