Blood filtration using micro-fabricated devices is an interdisciplinary topic of research and innovation driven by clinical applications in cytapheresis, cardiovascular disease monitoring, or liquid biopsy. In this paper, we demonstrate that a micro-perforated membrane can be equipped with sensing microelectrodes for detecting, in situ and in real-time, the capture of cellular material during ex vivo filtration of whole blood under high flow rates. This work describes the fabrication process of the sift and detection microdevice. We demonstrate that reliable electrical signals can be measured in whole blood samples flowing inside a fluidic system at typical flow rates, as large as 11.5 mL/min, hence allowing for large-volume sample processing. The in situ monitoring of the electrical impedance of the microelectrodes is shown to characterize the accumulation of living circulating cells retained by the filtrating membrane, opening interesting applications for monitoring blood filtration processes.