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                                                                    Exhibit 99.2

                            BHA GROUP HOLDINGS, INC.
                            CERTIFICATION PURSUANT TO
                             18 U.S.C. SECTION 1350,
                             AS ADOPTED PURSUANT TO
                  SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002


In connection with the Quarterly Report of BHA Group Holdings, Inc. (the
"Company") on Form 10-Q for the quarter ending March 31, 2003 (the "Report"), I,
James C. Shay, Senior Vice President, Finance and Administration of the Company,
certify, pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906
of the Sarbanes-Oxley Act of 2002, that to the best of my knowledge:

      (1)   The Report fully complies with the requirements of Section 13(a) of
            the Securities Exchange Act of 1934; and

      (2)   The information contained in the Report fairly presents, in all
            material respects, the financial condition and result of operations
            of the Company.


DATED:  April 23, 2003                       /s/ James C. Shay
                                             -----------------
                                             James C. Shay,
                                             Senior Vice President, Finance
                                             and Administration





