Definition
A secondary filter is the fine fuel filter, usually mounted on the engine, that provides final filtration immediately before the injection system, protecting injection components from the contamination the primary filter did not catch.
The secondary filter is the last defence before fuel reaches components machined to tolerances where particles measured in microns cause damage. On common-rail engines, where injection pressures and precision are far higher, its job matters even more.
Change order matters
Change the primary first, secondary last. Doing it the other way pushes whatever the primary was holding straight into the clean side of the system. See how to change marine diesel fuel filters.
Micron rating is not a preference
The primary and secondary ratings are specified as a pair by the engine maker. Fitting something finer than specified in either position restricts flow without improving protection.
Where you meet it
At every service, and in the bleeding sequence afterwards — the secondary is usually the last bleed point before the engine.