Ozone does not "filter" UV, it absorbs UV radiation (and undergoes some photo-chemistry reactions in the process). By absorbing those wavelengths it prevents them from reaching us at the surface, but cause a temperature rise in the stratosphere.
We have plenty of gasses that behave this way for terrestrial radiation (however without the photo-chemical reactions). Some of these gases are $\mathrm{CH_4}$, $\mathrm{CO_2}$ and $\mathrm{H_2 O}$, which we term greenhouse gases for their ability to readily absorb and radiate at terrestrial (infrared) wavelengths. If concentrations are high enough, they would reduce some of the infrared spectrum from the sun reaching the surface, but they would also reduce terrestrial emissions into space. Wherever these gases are doing the absorption one would also experience warming.
If you really want to reduce the global temperature solely through radiative forcing, the answer isn't to find and use a gas to absorb infrared radiation. The answer is to reduce the concentrations of greenhouse gases in the region you are concerned with. This will not greatly effect the incoming solar radiation, but it will allow greater radiative losses from the earth and atmosphere (lost to space), resulting in cooling.
You mention that "In my knowledge these infrared rays are the cause the heat". While infrared radiation will make you hot (e.g. when the sun shines on your skin), the peak emission from the sun is in the visible spectrum and the primary energy source is in wavelengths shorter than infrared. This shortwave radiation heats the surface of the Earth which in turn conducts heat to the atmosphere and radiates in the infrared. Without the presence of greenhouse gases, our planet as is (current albedo, etc) would have a global mean temperature around 255 K, which is quite a bit colder than what we experience with greenhouse gases. If you want to reduce temperatures, regionally or globally with a gas, your answer is to remove some of them, not add to them.