<?xml version="1.0"?>

<ownershipDocument>

    <documentType>4</documentType>

    <periodOfReport>2003-05-23</periodOfReport>


    <notSubjectToSection16>0</notSubjectToSection16>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001218489</rptOwnerCik>
            <rptOwnerName>TORTORICE DONALD A</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>  </rptOwnerStreet1>
            <rptOwnerStreet2>  </rptOwnerStreet2>
            <rptOwnerCity>  </rptOwnerCity>
            <rptOwnerState>  </rptOwnerState>
            <rptOwnerZipCode>  </rptOwnerZipCode>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeSecurity>
        <securityTitle>
            <value>Common Stock, $2.50 par value</value>
        </securityTitle>
        <transactionDate>
            <value>2003-05-23</value>
        </transactionDate>
        <transactionCoding>
            <transactionFormType>4</transactionFormType>
            <transactionCode>A</transactionCode>
            <equitySwapInvolved>0</equitySwapInvolved>
        </transactionCoding>
        <transactionTimeliness>
            <value></value>
        </transactionTimeliness>
        <transactionAmounts>
            <transactionShares>
                <value>1896</value>
            </transactionShares>
            <transactionValue>
                <value>0</value>
                <footnoteId id="F1"/>
            </transactionValue>
            <transactionAcquiredDisposedCode>
                <value>A</value>
            </transactionAcquiredDisposedCode>
        </transactionAmounts>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>6896</value>
                <footnoteId id="F2"/>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </nonDerivativeSecurity>

    <footnotes>
        <footnote id="F1">Restricted stock granted for no cash consideration and subject to delayed vesting and forfeiture.</footnote>
        <footnote id="F2">Includes 5,000 shares held indirectly by Mr. Tortorice (by spouse)</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>W. Michael Lepchitz, General Counsel, By Power of Attorney</signatureName>
        <signatureDate>2003-05-28</signatureDate>
    </ownerSignature>

</ownershipDocument>
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4
2003-05-23
0
0000106455
WESTMORELAND COAL CO
WLB
0001218489
TORTORICE DONALD A
1
0
0
0
Common Stock, $2.50 par value
2003-05-23
4
A
0
1896
0
A
6896
D
Restricted stock granted for no cash consideration and subject to delayed vesting and forfeiture.
Includes 5,000 shares held indirectly by Mr. Tortorice (by spouse)
W. Michael Lepchitz, General Counsel, By Power of Attorney
2003-05-28