The contribution of this work is to propose an ultra-miniaturised substrate-integrated coaxial cavity (SICC) and its applications in bandpass filter (BPF) design. The proposed SICC comprises two dielectric substrates with three metal layers. The top and bottom metal layers form the cavity's broadside walls. The middle is a circular patch that shorts to the bottom wall through a blind-via ring. The circular patch also connects to a bottom-wall embedded split CPW ring through three blind vias. In conjunction with the top/bottom walls and the split CPW ring, this circular patch provides the cavity with a significant loading capacitance, resulting in a substantial resonance-frequency downshift. As a result, the SICC's resonance frequency is almost only one-tenth that of its conventional SIW cavity counterpart. Compared with the literature, this design achieves a record-high miniaturisation factor (MF). Two sample BPFs are built to verify the circuit design and demonstrate the filter applications.