<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2005-11-15</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0000106455</issuerCik>
        <issuerName>WESTMORELAND COAL CO</issuerName>
        <issuerTradingSymbol>wlb</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001291571</rptOwnerCik>
            <rptOwnerName>Cirillo Thomas M</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O WESTMORELAND COAL COMPANY</rptOwnerStreet1>
            <rptOwnerStreet2>2 NORTH CASCADE AVENUE</rptOwnerStreet2>
            <rptOwnerCity>COLORADO SPRINGS</rptOwnerCity>
            <rptOwnerState>CO</rptOwnerState>
            <rptOwnerZipCode>CO</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>VP, Administration</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
                <footnoteId id="F1"/>
            </securityTitle>
            <transactionDate>
                <value>2005-11-15</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>I</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>286</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>22.81</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>544</value>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>401(k)</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">$2.50 par value per share.</footnote>
        <footnote id="F2">Total number of shares in Company 401(k) as of November 15, 2005, including the 293 shares acquired at various price from May 20, 2004 to November 15, 2005.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/Diane S. Jones, VP Corporate Relations by Power of Attorney</signatureName>
        <signatureDate>2005-11-17</signatureDate>
    </ownerSignature>
</ownershipDocument>
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X0202
4
2005-11-15
0
0000106455
WESTMORELAND COAL CO
wlb
0001291571
Cirillo Thomas M
C/O WESTMORELAND COAL COMPANY
2 NORTH CASCADE AVENUE
COLORADO SPRINGS
CO
CO
0
1
0
0
VP, Administration
Common Stock
2005-11-15
4
I
0
286
22.81
D
544
I
401(k)
$2.50 par value per share.
Total number of shares in Company 401(k) as of November 15, 2005, including the 293 shares acquired at various price from May 20, 2004 to November 15, 2005.
/s/Diane S. Jones, VP Corporate Relations by Power of Attorney
2005-11-17