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

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2006-06-02</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0000726601</issuerCik>
        <issuerName>CAPITAL CITY BANK GROUP INC</issuerName>
        <issuerTradingSymbol>CCBG</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001243390</rptOwnerCik>
            <rptOwnerName>COX CADER B III</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>11991 RIVERVIEW ROAD</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>CAMILLA</rptOwnerCity>
            <rptOwnerState>GA</rptOwnerState>
            <rptOwnerZipCode>31730</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2006-06-02</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>P</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>634</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>31.31</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>21012.028</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>2500</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>Spouse - Martha F.H. Cox</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">These shares of common stock were purchased in 2006 under the Company's 2005 Director Stock Purchase Plan and were exempt from the reporting liability provisions of Section 16 pursuant to Rule 16b-3 promulgated thereunder.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>Cader B. Cox, III</signatureName>
        <signatureDate>2006-06-06</signatureDate>
    </ownerSignature>
</ownershipDocument>
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X0202
4
2006-06-02
0
0000726601
CAPITAL CITY BANK GROUP INC
CCBG
0001243390
COX CADER B III
11991 RIVERVIEW ROAD
CAMILLA
GA
31730
1
0
0
0
Common Stock
2006-06-02
4
P
0
634
31.31
A
21012.028
D
Common Stock
2500
I
Spouse - Martha F.H. Cox
These shares of common stock were purchased in 2006 under the Company's 2005 Director Stock Purchase Plan and were exempt from the reporting liability provisions of Section 16 pursuant to Rule 16b-3 promulgated thereunder.
Cader B. Cox, III
2006-06-06