This paper introduces a non-linear Polarimetric SAR data filtering approach able to preserve the edges and small details of the data. It is based on exploiting the data locality in both, the spatial and the polarimetric domains, in order to avoid mixing heterogeneous samples of the data. A weighted average is performed over a given window favoring pixel values that are close on both domains. The filtering technique is based on a modified bilateral filtering, which is defined in terms of spatial and polarimetric distances. These distances encapsulate all the knowledge in both domains for an adaptation to the data structure. Finally, the proposed technique is employed to process a real RADARSAT-2 dataset.