Will this photodiode circuit filter this frequency?
got something around 33khz. Is this correct? Will this circuit work
with a 20kHz frequency ?

It's nearer 34 kHz but yes this will do the job adequately with some rounding of the output signal.
However, the output signal will clip at around 3 volts typically with an LM358 and, that op-amp will introduce some extra low pass filtering due to its small bandwidth and slew rate limitations on the output: -