By applying a high-reflectivity dielectric coating on both sides of a commercial plano-convex lens, we produce a stable monolithic Fabry-Perot cavity suitable for use as a narrow band filter in quantum optics experiments. The resonant frequency is selected by means of thermal expansion. Owing to the long term mechanical stability, no optical locking techniques are required. We characterize the cavity performance as an optical filter, obtaining a 45 dB suppression of unwanted modes while maintaining a transmission of 60%.