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

    <schemaVersion>X0201</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2004-03-08</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0000911583</issuerCik>
        <issuerName>STEINWAY MUSICAL INSTRUMENTS INC</issuerName>
        <issuerTradingSymbol>LVB</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0000736260</rptOwnerCik>
            <rptOwnerName>HANCOCK JOHN FINANCIAL SERVICES INC</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>LAW DIVISION</rptOwnerStreet1>
            <rptOwnerStreet2>PO BOX 111</rptOwnerStreet2>
            <rptOwnerCity>BOSTON</rptOwnerCity>
            <rptOwnerState>MA</rptOwnerState>
            <rptOwnerZipCode>02117</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2004-03-08</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>25000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>33.68</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>1247153</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>By JHLICO</value>
                    <footnoteId id="F1"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">John Hancock Life Insurance Company (&quot;JHLICO&quot;) is a direct, wholly-owned subsidiary of John Hancock Financial Services, Inc. (&quot;JHFS&quot;).  JHFS may be deemed the indirect beneficial owner of securities beneficially owned by JHLICO.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>James E. Collins, Vice President and Corporate Secretary</signatureName>
        <signatureDate>2004-03-10</signatureDate>
    </ownerSignature>
</ownershipDocument>
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X0201
4
2004-03-08
0
0000911583
STEINWAY MUSICAL INSTRUMENTS INC
LVB
0000736260
HANCOCK JOHN FINANCIAL SERVICES INC
LAW DIVISION
PO BOX 111
BOSTON
MA
02117
0
0
1
0
Common Stock
2004-03-08
4
S
0
25000
33.68
D
1247153
I
By JHLICO
John Hancock Life Insurance Company ("JHLICO") is a direct, wholly-owned subsidiary of John Hancock Financial Services, Inc. ("JHFS").  JHFS may be deemed the indirect beneficial owner of securities beneficially owned by JHLICO.
James E. Collins, Vice President and Corporate Secretary
2004-03-10