The burgeoning complexity and real-time processing demands of audio signals necessitate optimized algorithms that harness the computational prowess of Graphics Processing Units (GPUs). Existing Digital Signal Processing (DSP) libraries often fall short in delivering the requisite efficiency and flexibility, particularly in integrating Artificial Intelligence (AI) models. In response, we introduce TorchFX: a GPU-accelerated Python library for DSP, specifically engineered to facilitate sophisticated audio signal processing. Built atop the PyTorch framework, TorchFX offers an Object-Oriented interface that emulates the usability of torchaudio, enhancing functionality with a novel pipe operator for intuitive filter chaining. This library provides a comprehensive suite of Finite Impulse Response (FIR) and Infinite Impulse Response (IIR) filters, with a focus on multichannel audio files, thus facilitating the integration of DSP and AI-based approaches. Our benchmarking results demonstrate significant efficiency gains over traditional libraries like SciPy, particularly in multichannel contexts. Despite current limitations in GPU compatibility, ongoing developments promise broader support and real-time processing capabilities. TorchFX aims to become a useful tool for the community, contributing to innovation and progress in DSP with GPU acceleration. TorchFX is publicly available on GitHub at https://github.com/matteospanio/torchfx.