If the gas in filaments and halos shares the same velocity field as the luminous matter, it will generate measurable temperature anisotropies due to the kinematic Sunyaev-Zel'dovich effect. We compute the distribution function of the KSZ signal produced by a typical filament and show it is highly non-Gaussian. The combined contribution of the thermal and kinematic SZ effects of a filament of size L~=5 Mpc and electron density ne~=103 m-3 could explain the cold spot of δ ~ -200 μK on scales of 30' found in the Corona Borealis supercluster by the VSA experiment. Planck, with its large resolution and frequency coverage, could provide the first evidence of the existence of filaments in this region. The KSZ contribution of the network of filaments and halo structures to the radiation power spectrum peaks around l~400, a scale very different from that of clusters of galaxies, with a maximum amplitude l(l+1)Cl/2π~10-25 (μK)2, depending on model parameters, i.e., σ8 and the Jeans length. About 80% of the signal comes from filaments with redshift z<=0.1. Adding this component to the intrinsic cosmic microwave background temperature anisotropies of the concordance model improves the fit to WMAP 3 yr data by Δχ2~=1. The improvement is not statistically significant but a more systematic study could demonstrate that gas could significantly contribute to the anisotropies measured by WMAP.