When you go to the Agile board and click on the filters list, it could be possible that there is no Sprint filter.
So, the possible reasons for such behavior could be two.
Firstly, please double-check the board type. If you would like to see the Sprint filter, then please make sure you have selected the Scrum board from the options menu.
Note: To learn the difference between Scrum and Kanban boards, please check the following detailed documentation guide.
When you have selected the Scrum board, the Sprint filter will still not appear in the standard filters list on the top right corner. This is because the design of the Scrum board is made in this way - the Sprint filter is appearing on the very top of the board, so it could be easier for you to select it. There is also a green button for creating a Sprint directly from the board as a shortcut.