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

    <schemaVersion>X0303</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2008-07-01</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001070975</rptOwnerCik>
            <rptOwnerName>ALESSI KEITH E</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>2 NORTH CASCADE AVENUE, 2ND FLOOR</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>COLORADO SPRINGS</rptOwnerCity>
            <rptOwnerState>CO</rptOwnerState>
            <rptOwnerZipCode>80903-1614</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Executive Chairman</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <derivativeTable>
        <derivativeTransaction>
            <securityTitle>
                <value>Stock Option</value>
                <footnoteId id="F1"/>
                <footnoteId id="F2"/>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>21.4</value>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2008-07-01</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>60000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2009-07-01</value>
                <footnoteId id="F3"/>
            </exerciseDate>
            <expirationDate>
                <value>2018-06-30</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                    <footnoteId id="F4"/>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>60000</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>60000</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeTransaction>
    </derivativeTable>

    <footnotes>
        <footnote id="F1">Consists of a combination of Incentive Stock Option and Nonqualified Stock Option - right-to-buy; subject to vesting and forfeiture.</footnote>
        <footnote id="F2">At the time of Mr. Alessi's resignation as President and CEO, he surrendered previously reported options to purchase 69,444 shares of common stock.  He retained previously reported options to purchase 30,556 shares of common stock.</footnote>
        <footnote id="F3">The Options vest in three equal annual installments beginning on 7/1/2009.</footnote>
        <footnote id="F4">$2.50 par value per share.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/Diane S. Jones, VP Corporate Relations, by Power of Attorney</signatureName>
        <signatureDate>2008-07-02</signatureDate>
    </ownerSignature>
</ownershipDocument>
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X0303
4
2008-07-01
0
0000106455
WESTMORELAND COAL CO
WLB
0001070975
ALESSI KEITH E
2 NORTH CASCADE AVENUE, 2ND FLOOR
COLORADO SPRINGS
CO
80903-1614
1
1
0
0
Executive Chairman
Stock Option
21.4
2008-07-01
4
A
0
60000
0
A
2009-07-01
2018-06-30
Common Stock
60000
60000
D
Consists of a combination of Incentive Stock Option and Nonqualified Stock Option - right-to-buy; subject to vesting and forfeiture.
At the time of Mr. Alessi's resignation as President and CEO, he surrendered previously reported options to purchase 69,444 shares of common stock.  He retained previously reported options to purchase 30,556 shares of common stock.
The Options vest in three equal annual installments beginning on 7/1/2009.
$2.50 par value per share.
/s/Diane S. Jones, VP Corporate Relations, by Power of Attorney
2008-07-02