The migration and retention of fine particles through the cake adversely affects the filtration of suspensions containing particles of different sizes. We propose a new model for describing the effect of fines retention during cake filtration under constant pressure. Cake filtration is treated as a "diffusion-like" process, while fine-particle migration and retention through the cake is described as a depth-filtration process. Fine-particle deposition results in a change in the permeability and pressure drop characteristics of the filter cake although the actual Lagrangian rate of fines deposition from the suspension is quite small. The net effect of fine particles in cake filtration can be modeled as viscoelasticity of the cake where its compressibility and resistance characteristics change with time.