Depends on what you are using it for and what kind of mic.
Dynamics, won't be damaged either way,
Condensors, you can bottom out the diaphram from repeated blasts of air. This can distort the diaphram over time and cause a degradation in sound quality. A pop filter will spread out an blast of air so it will help
Ribbons, You can damage these very easily with bursts of air. Even swinging it on a boom stand too fast. I would say better not put these infront of sources that move lots of air, even with a filter.