<?xml version="1.0"?>

<ownershipDocument>

    <documentType>4</documentType>

    <periodOfReport>2003-06-30</periodOfReport>


    <notSubjectToSection16>0</notSubjectToSection16>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001169479</rptOwnerCik>
            <rptOwnerName>BECK RONALD H</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>  </rptOwnerStreet1>
            <rptOwnerStreet2>  </rptOwnerStreet2>
            <rptOwnerCity>  </rptOwnerCity>
            <rptOwnerState>  </rptOwnerState>
            <rptOwnerZipCode>  </rptOwnerZipCode>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>VP - Finance and Treasurer</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <derivativeSecurity>
        <securityTitle>
            <value>Incentive Stock Option</value>
            <footnoteId id="F1"/>
        </securityTitle>
        <conversionOrExercisePrice>
            <value>18.08</value>
        </conversionOrExercisePrice>
        <transactionDate>
            <value>2003-06-30</value>
        </transactionDate>
        <transactionCoding>
            <transactionFormType>4</transactionFormType>
            <transactionCode>A</transactionCode>
            <equitySwapInvolved>0</equitySwapInvolved>
        </transactionCoding>
        <transactionTimeliness>
            <value></value>
        </transactionTimeliness>
        <transactionAmounts>
            <transactionShares>
                <value>750</value>
            </transactionShares>
            <transactionValue>
                <value>18.08</value>
            </transactionValue>
            <transactionAcquiredDisposedCode>
                <value>A</value>
            </transactionAcquiredDisposedCode>
        </transactionAmounts>
        <exerciseDate>
            <value>2004-06-30</value>
        </exerciseDate>
        <expirationDate>
            <value>2013-06-29</value>
        </expirationDate>
        <underlyingSecurity>
            <underlyingSecurityTitle>
                <value>Common Stock</value>
                <footnoteId id="F2"/>
            </underlyingSecurityTitle>
            <underlyingSecurityShares>
                <value>750</value>
            </underlyingSecurityShares>
        </underlyingSecurity>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>750</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </derivativeSecurity>

    <derivativeSecurity>
        <securityTitle>
            <value>Incentive Stock Option</value>
            <footnoteId id="F1"/>
        </securityTitle>
        <conversionOrExercisePrice>
            <value>18.08</value>
        </conversionOrExercisePrice>
        <transactionDate>
            <value>2003-06-30</value>
        </transactionDate>
        <transactionCoding>
            <transactionFormType>4</transactionFormType>
            <transactionCode>A</transactionCode>
            <equitySwapInvolved>0</equitySwapInvolved>
        </transactionCoding>
        <transactionTimeliness>
            <value></value>
        </transactionTimeliness>
        <transactionAmounts>
            <transactionShares>
                <value>750</value>
            </transactionShares>
            <transactionValue>
                <value>18.08</value>
            </transactionValue>
            <transactionAcquiredDisposedCode>
                <value>A</value>
            </transactionAcquiredDisposedCode>
        </transactionAmounts>
        <exerciseDate>
            <value>2005-06-30</value>
        </exerciseDate>
        <expirationDate>
            <value>2013-06-29</value>
        </expirationDate>
        <underlyingSecurity>
            <underlyingSecurityTitle>
                <value>Common Stock</value>
                <footnoteId id="F2"/>
            </underlyingSecurityTitle>
            <underlyingSecurityShares>
                <value>750</value>
            </underlyingSecurityShares>
        </underlyingSecurity>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>750</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </derivativeSecurity>

    <derivativeSecurity>
        <securityTitle>
            <value>Incentive Stock Option</value>
            <footnoteId id="F1"/>
        </securityTitle>
        <conversionOrExercisePrice>
            <value>18.08</value>
        </conversionOrExercisePrice>
        <transactionDate>
            <value>2003-06-30</value>
        </transactionDate>
        <transactionCoding>
            <transactionFormType>4</transactionFormType>
            <transactionCode>A</transactionCode>
            <equitySwapInvolved>0</equitySwapInvolved>
        </transactionCoding>
        <transactionTimeliness>
            <value></value>
        </transactionTimeliness>
        <transactionAmounts>
            <transactionShares>
                <value>750</value>
            </transactionShares>
            <transactionValue>
                <value>18.08</value>
            </transactionValue>
            <transactionAcquiredDisposedCode>
                <value>A</value>
            </transactionAcquiredDisposedCode>
        </transactionAmounts>
        <exerciseDate>
            <value>2006-06-30</value>
        </exerciseDate>
        <expirationDate>
            <value>2013-06-29</value>
        </expirationDate>
        <underlyingSecurity>
            <underlyingSecurityTitle>
                <value>Common Stock</value>
                <footnoteId id="F2"/>
            </underlyingSecurityTitle>
            <underlyingSecurityShares>
                <value>750</value>
            </underlyingSecurityShares>
        </underlyingSecurity>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>750</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </derivativeSecurity>

    <footnotes>
        <footnote id="F1">Right to buy</footnote>
        <footnote id="F2">Common Stock - $2.50 par value per share</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/ Diane S. Jones - VP - Corporate Relations, by Power of Attorney</signatureName>
        <signatureDate>2003-07-02</signatureDate>
    </ownerSignature>

</ownershipDocument>
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4
2003-06-30
0
0000106455
WESTMORELAND COAL CO
WLB
0001169479
BECK RONALD H
0
1
0
0
VP - Finance and Treasurer
Incentive Stock Option
18.08
2003-06-30
4
A
0
750
18.08
A
2004-06-30
2013-06-29
Common Stock
750
750
D
Incentive Stock Option
18.08
2003-06-30
4
A
0
750
18.08
A
2005-06-30
2013-06-29
Common Stock
750
750
D
Incentive Stock Option
18.08
2003-06-30
4
A
0
750
18.08
A
2006-06-30
2013-06-29
Common Stock
750
750
D
Right to buy
Common Stock - $2.50 par value per share
/s/ Diane S. Jones - VP - Corporate Relations, by Power of Attorney
2003-07-02