PAPER OR CLOTH FILTER CARTRIDGE TYPE:
These will have to be removed and washed. If this doesn't help you can try soaking the filter overnight in a Filter Cleaner available at your local swimming pool store.

If all else fails you will have to buy a new filter cartridge.

SAND FILTER:
Try back washing the filter first. If this doesn't help, you may have to take the filter apart and inspect it for a clogged lateral. You will have to replace the sand and possibly the lateral. See a pool professional.

DIATOMACEOUS EARTH (DE) FILTER:
Try back washing the filter first. After you backwash, you'll have to add DE powder in the amount recommended by the manufacturer. If this doesn't help, you have may have a problem with filter element. See a pool professional.