In silico screening methodologies are widely recognized as efficient approaches in early steps of drug discovery. However, in the virtual high-throughput screening (VHTS) context, where hit compounds are searched among millions of candidates, three-dimensional comparison techniques and knowledge discovery from databases should offer a better efficiency to finding novel drug leads than those of computationally expensive molecular dockings. Therefore, the present study aims at developing a filtering methodology to efficiently eliminate unsuitable compounds in VHTS process. Several filters are evaluated in this paper. The first two are structure-based and rely on either geometrical docking or pharmacophore depiction. The third filter is ligand-based and uses knowledge-based and fingerprint similarity techniques. These filtering methods were tested with the Liver X Receptor (LXR) as a target of therapeutic interest, as LXR is a key regulator in maintaining cholesterol homeostasis. The results show that the three considered filters are complementary so that their combination should generate consistent compound lists of potential hits.