How to Use Exposed filter of Taxonomy term with depth in Taxonomy View
But problem in my case is that I am using views of type Taxonomy, here I don't get option in Filter "Taxonomy Term: Has content with depth".


You can bring that option into scope if you add a Relationship of "Taxonomy term: Representative node" or "Taxonomy term: Content using MY_VOCABULARY" and general any relationship that will join the node (or other Entity) table with the taxonomy table.