Mail app shows junk mails in my inbox Here is the Junk Mail settings:

Also, junk mails are shown in Smart folders even when the "Message is not in mailbox Junk" condition is set ("Contains messages that match" is set to "all" as well).

Messages are identified as junk by Mail.app (they color is yellow and the icon is shown).

My question is how to make Mail app to hide junk mails in all non-Junk mailboxes.
Is it an IMAP mailbox? I had this problem with my self-hosted IMAP account, where iMail couldn't move the message into the junkbox on the server and kept finding it in the inbox. I deleted the IMAP account, it's associated mailboxes on the server and started again and it worked alright.