Dear Editor, In this paper, a recursive filtering problem (RRP) is addressed for nonlinear systems over full-duplex relay (FDR) networks. A FDR is adopted to forward measurements of the sensor to the filter. Because of concurrently transmitting and receiving, the FDR is interfered by the signals from itself, thereby exhibiting self-interference (SI). The motivation of this letter is to design a recursive filter (RR) for the nonlinear system subject to the SI. To alleviate the SI, a SI cancellation (SIC) method is first proposed for the FDR. By analyzing the dynamics of the SI and the filtering error, an upper bound (UB) is provided for the filtering error covariance (FEC). Then, the filter gain is parameterized to minimize the UB. Finally, the performance of the proposed filtering scheme is evaluated by a numerical example.