I just had this problem myself, and here's what I discovered for my particular problem (relates to Excel 2010 in my case): the file had been sent to me with a portion of the worksheet having table formatting applied to it. If I selected only within the
area that had been formatted with Table formatting, or only outside of it, I was OK to filter. Select anything both inside and outside the table-formatted area? No more
Filter (and many other Data ribbon functions as well).
To confirm if this is your issue, look at the ribbon when you select insidethe area where you are able to filter. You should see the Table Tools ribbon appear (a
Design tab should be underneath it). Click in an area of the spreadsheet where you selected and noticed the issue of the
Filter function graying out, and the Table Tools ribbon should disappear.
If this is the case, I fixed it by clicking within the table-formatted area, going to the
Table Tools ribbon (under the Design tab) and clicking Convert to Range. A dialog box asking if you want to convert the table to a normal range will pop up; click Yes. You may see a slight difference in your worksheet, but after this,
you should be able to select any columns you want and filter them all.
-K