Filippov is one of dozens of Russian and a handful of Belarusian athletes allowed to compete under a neutral flag in individual sports at the Olympics.
The International Ski Mountaineering Federation has previously given the green light for Russian athletes to compete internationally. Other sports, including biathlon and ice hockey, continue to ban Russia due to the country's war of aggression in Ukraine.
Russian flags and national team uniforms are banned at the Olympics.
Ski mountaineering, where athletes climb a mountain on skis and then ski down, is on the Olympic program for the first time.
Spain's Oriol Cardona Coll won gold in Bormio, the country's second-ever gold medal at the Winter Olympics. France's Thibault Anselmet took bronze.
In the women's competition, gold went to Marianne Fatton of Switzerland, silver to France's Emily Harrop, and bronze to Spain's Ana Alonso Rodriguez.
