The option to filter MAC address (Media Access Controller) is used to control network access based on the MAC address of the network adapter. A MAC address is a unique identifier assigned by the network adapter manufacturer. This feature can be configured to allow or deny access to the network / Internet. This option is listed in several specialized sites as 'low security' because of  relatively easy to skip this filter for someone with basic knowledge of wireless networks, however, combined with other security protocols can help improve this aspect.

We will take as an example a router D-LINK DIR-505 model

Step 1

Login to the router: to access the router we have to know previously the IP Address, then typing this on the web browser, for this example we are going to use the typical 192.168.1.254

Step 2

Once we have logged in we must go to 'Advanced' tab.

Step 3

On the left bar we found the third button, MAC Address filter configuration, where we have three options at dropdown list, 'Turn MAC Filtering OFF', 'Turn MAC Filtering ON and ALLOW computer listed to access the network' and 'Turn MAC Filtering ON and DENY computer listed to access the network', depending on our requeriments, we have to select either ALLOW or DENY option

Step 4

Once we selected the type of filter we can chose the MAC Address from the dropdown list and click on the arrow near to list, or insert manually.

Step 5

Save the changes and close the connection to router management
But, how can I retrieve the MAC Address of my network adapter?

Linux

In a shell, type ifconfig. The MAC address is HWaddr.

Android

Go to Settings> Wi-Fi> Advanced Settings. There, the MAC address of your Android device will be shown.

Note: please, keep in mind that this is a 'low security' setting and must be reinforced with other settings to give a true protective shield to your network.