Please look at the below image:
As you can see, the right side of the image looks blurry. I've tried to use blurry filter and eraser with 0% hardness but doesn't work :( How can I achieve this efffect?
It's not a blur effect; it's just the use of a gradient.
This particular gradient is achieved using a linear gradient with the angle set to whatever you need it.
Do the above but use a white to black gradient (visible to invisible) on a layer mask instead. It's a more "controllable" effect and you do not destroy or add unnecessary layers/size to the completed file.
You can also apply this mask to a group/folder as well to cover many layers at once.