The analysis of harmonic currents in distribution networks of industrial facilities and the associated filtering stages is essential to optimize the production of these installations. Dry-type air-core reactors are one of the main elements of harmonic filter banks. A thermal analysis of these reactors in conventional steel plants and an evaluation of the criteria used to adjust the corresponding thermal protections are proposed in this paper. Accordingly, harmonic currents through the different filter branches are assessed. The proposed methodology builds a thermal magnetic model using the finite element method (FEM) whereby electromagnetic fields, currents and losses are emulated, to allow for recreating the actual coil temperature. The study aims at increasing the reliability of filtering systems by lowering the number of unscheduled shutdowns due to conservative adjustments of thermal protections.