High-level representation-guided pixel denoising and adversarial training are independent solutions to enhance the robustness of CNNs against adversarial attacks by pre-processing input data and re-training models, respectively. Most recently, adversarial training techniques have been widely studied and improved while the pixel denoising-based method is getting less attractive. However, it is still questionable whether there exists a more advanced pixel denoising-based method and whether the combination of the two solutions benefits each other. To this end, we first comprehensively investigate two kinds of pixel denoising methods for adversarial robustness enhancement (i.e., existing additive-based and unexplored filtering-based methods) under the loss functions of image-level and semantic-level, respectively, showing that pixel-wise filtering can obtain much higher image quality (e.g., higher PSNR) as well as higher robustness (e.g., higher accuracy on adversarial examples) than existing pixel-wise additive-based method. However, we also observe that the robustness results of the filtering-based method rely on the perturbation amplitude of adversarial examples used for training. To address this problem, we propose predictive perturbation-aware & pixel-wise filtering, where dual-perturbation filtering and an uncertainty-aware fusion module are designed and employed to automatically perceive the perturbation amplitude during the training and testing process. The method is termed as AdvFilter. Moreover, we combine adversarial pixel denoising methods with three adversarial training-based methods, hinting that considering data and models jointly is able to achieve more robust CNNs. The experiments conduct on NeurIPS-2017DEV, SVHN and CIFAR10 datasets and show advantages over enhancing CNNs' robustness, high generalization to different models and noise levels.