We demonstrate experimentally that the proton beam filamentation in dense plasma can be controlled in multi-layered (Al-CH-Al) sandwich targets. We observe up to three-fold reduction in the MeV proton beam divergence (∼12°) from these targets as a result of decrease in filamentary structures in the proton beam profile. Strong self-generated resistive magnetic fields in targets with a high-Z transport layer are mainly responsible for this observed effect. Enhancement in the proton flux and energy is also observed from these targets. Supported by a matching 2D particle-in-cell (PIC) simulation and theoretical considerations, we suggest that these targets can be very effectively implemented to collimate proton beams useful for ion oncology applications or advanced fast igniter approach of inertial confinement fusion (ICF). © 2015 IOP Publishing Ltd.