Steve is correct. If you open the hood and look just below the base of the wiper in the drain area, you will see a black horse shoe shaped piece of rubber. If you are a series of screw heads or rivet heads, then you DONOT
have a cabin filter. ( I think they were added in 1994)

Otherwise there are several great threads on replacement of the cabin filters which is not too difficult, and should be done periodically.

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1994 E320 Cabriolet
1992 300CE (Sold)
1991 300SE (Sold)
1986 560SEL (Sold)