This troubleshooting guide will teach you how to find your Sprint filter on the Agile board.
Firstly, you have to create some sprints into your project settings (Sprints tab):
Then the common problem is that when you go to the Agile board, you cannot find the Sprint filter into the available list of all filters.
Actually, it is not a bug but a feature. You have to change the board type from Kanban to Scrum:
And then, the predefined Sprints filter of the Scrum baord will appear on the top:
In conclusion, we could say that the Sprints filter is based on the type of the board. So, if you would like to have this feature, you need to select the Scrum board and everything will work correctly and as expected.