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

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2005-11-08</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001169136</rptOwnerCik>
            <rptOwnerName>DURHAM THOMAS G</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>2 NORTH CASCADE AVENUE</rptOwnerStreet1>
            <rptOwnerStreet2>C/O WESTMORELAND COAL COMPANY</rptOwnerStreet2>
            <rptOwnerCity>COLORADO SPRINGS</rptOwnerCity>
            <rptOwnerState>CO</rptOwnerState>
            <rptOwnerZipCode>80903</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>VP-Planning &amp; Engineering</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
                <footnoteId id="F1"/>
            </securityTitle>
            <transactionDate>
                <value>2005-11-08</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>M</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>4433</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>19.365</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>23803</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
                <footnoteId id="F1"/>
            </securityTitle>
            <transactionDate>
                <value>2005-11-08</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>D</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>3387</value>
                    <footnoteId id="F2"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>25.345</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>20416</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
                <footnoteId id="F1"/>
            </securityTitle>
            <transactionDate>
                <value>2005-11-08</value>
                <footnoteId id="F3"/>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>I</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>582</value>
                    <footnoteId id="F3"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>27.66</value>
                    <footnoteId id="F4"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>2038</value>
                    <footnoteId id="F5"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>by 401(k)</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <derivativeTable>
        <derivativeTransaction>
            <securityTitle>
                <value>SAR</value>
                <footnoteId id="F6"/>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>19.365</value>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2005-11-08</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>M</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>4433</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>19.365</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2005-07-01</value>
                <footnoteId id="F7"/>
            </exerciseDate>
            <expirationDate>
                <value>2014-06-30</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                    <footnoteId id="F1"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>4433</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>8867</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeTransaction>
    </derivativeTable>

    <footnotes>
        <footnote id="F1">$2.50 par value</footnote>
        <footnote id="F2">The net amount of shares equal to 1,046 were issued to Mr. Durham</footnote>
        <footnote id="F3">Shares acquired at various dates from October 31, 2003 to November 9, 2005</footnote>
        <footnote id="F4">Entry reflects the price as of the most recent date of acquisition</footnote>
        <footnote id="F5">Total shares held in the Company 401(k) plan as of November 8, 2005 including 582 shares acquired at varous prices from October 31, 2003 to November 8, 2005</footnote>
        <footnote id="F6">Stock Appreciation Right</footnote>
        <footnote id="F7">A total of 13,300 SARS granted  July 1, 2004 are exercisable in 1/3 increments over a three year period. This transaction represents the first 1/3 increment exercisable on July 1, 2005</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/Diane S. Jones, VP, Corporate Relations by Power of Attorney</signatureName>
        <signatureDate>2005-11-10</signatureDate>
    </ownerSignature>
</ownershipDocument>
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X0202
4
2005-11-08
0
0000106455
WESTMORELAND COAL CO
WLB
0001169136
DURHAM THOMAS G
2 NORTH CASCADE AVENUE
C/O WESTMORELAND COAL COMPANY
COLORADO SPRINGS
CO
80903
0
1
0
0
VP-Planning & Engineering
Common Stock
2005-11-08
4
M
0
4433
19.365
A
23803
D
Common Stock
2005-11-08
4
D
0
3387
25.345
D
20416
D
Common Stock
2005-11-08
4
I
0
582
27.66
A
2038
I
by 401(k)
SAR
19.365
2005-11-08
4
M
0
4433
19.365
D
2005-07-01
2014-06-30
Common Stock
4433
8867
D
$2.50 par value
The net amount of shares equal to 1,046 were issued to Mr. Durham
Shares acquired at various dates from October 31, 2003 to November 9, 2005
Entry reflects the price as of the most recent date of acquisition
Total shares held in the Company 401(k) plan as of November 8, 2005 including 582 shares acquired at varous prices from October 31, 2003 to November 8, 2005
Stock Appreciation Right
A total of 13,300 SARS granted  July 1, 2004 are exercisable in 1/3 increments over a three year period. This transaction represents the first 1/3 increment exercisable on July 1, 2005
/s/Diane S. Jones, VP, Corporate Relations by Power of Attorney
2005-11-10