We observed the filamentation of mid-infrared ultrashort laser pulses (3.9 μm, 80 fs) in molecular gases. It efficiently generates a broadband supercontinuum over two octaves in the 2.5–6 μm spectral range, with a red-shift up to 500 nm due to the Raman effect, which dominates over the blue shift induced by self-steepening and the gas ionization. As a result, the conversion efficiency into the Stokes region (4.3–6 μm) 65% is demonstrated