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I have a 2011 Mazda 5 (smiley face version) RHD in Hong Kong. I changed the cabin filter by myself and it is pain in the ass.

Steps of changing it.
1. PASSENGER SIDE There is a plastic piece in the foot well beside the center console, you can pull the piece out easily with little force.
2. CABIN FILTER ACCESS DOOR Whatever that call, you will see 3 or 4 philips screws, just unscrew all of them, the lid should come out.
3. ECU it is under the glove box, there are 2 bolts holding it. Get your tool set out and it will clear the way for the old filter.
4. NEW CABIN FILTER it goes on top of each other, just remember the old filter direction when you pull it out. Put the new pair back.

Thanks. I forgot to put 2007 MY for my post & have amended it.
Sounds like mazda made it easier for 2010 model onwards! Even though it's still a pita.

The filters came with my used Mazda 5 are white filter and previous owner was a smoker. Make sure you buy the best filters out there, then clean all the ducts and vents. Always clean the plastic interior piece and leather seats.