Thunderbird (31.6) does not filter by reply-to email address

I don’t know whether to call it a missing feature or just a missing option. Luckily you can add e-mail headers to filter on – from the filtering dropdown choose Anpassen… (Customize… for Thunderbird with English UI) at the bottom, and add Reply-To as a new value.

Update: as reported in this Bugzilla thread, several versions of Thunderbird have a bug, that prevents filtering on custom e-mail headers, so this solution might not work for everybody.