Application of metal mesh filters were recently proposed for suppression of scattered infrared radiation in laser-produced plasma EUV sources. However, performance of such filters in EUV region has not been thoroughly analyzed yet. We have investigated EUV transmittance of different gird filters. The rigorous coupled-wave analysis has been used in numerical study of diffraction efficiencies. Comparison of numerical results with scalar theory of diffraction has been performed. Dependence of EUV transmittance on grid geometrical parameters has been found. Finally, in-band EUV transmittance has been measured at normal incidence. Experimental and theoretical results are found to be in a good agreement