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

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2006-01-25</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001171032</issuerCik>
        <issuerName>BAKERS FOOTWEAR GROUP INC</issuerName>
        <issuerTradingSymbol>BKRS</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001044321</rptOwnerCik>
            <rptOwnerName>MARXE AUSTIN W &amp; GREENHOUSE DAVID M</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O SPECIAL SITUATIONS FUNDS</rptOwnerStreet1>
            <rptOwnerStreet2>527 MADISON AVENUE, SUITE 2600</rptOwnerStreet2>
            <rptOwnerCity>NEW YORK</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>10022</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>2006-01-25</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>20000</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>19.123</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>648491</value>
                    <footnoteId id="F1"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                    <footnoteId id="F1"/>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>By Limited Partnerships</value>
                    <footnoteId id="F1"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">This is a joint filing by Austin W. Marxe (Marxe) and David M. Greenhouse (Greenhouse).  They share voting and investment control over all securities owned by Special Situations Fund III QP, LP (QP), Special Situations Cayman Fund, L.P. (Cayman) and Special Situations Private Equity Fund, LP (PE), respectively.  416,491 shares of Common Stock are held by QP, 132,000 shares of Common Stock are held by Cayman, and 100,000 shares of Common Stock are held by PE.  The interest of Marxe and Greenhouse in the shares of Common Stock owned by QP, Cayman and PE is limited to the extent of his pecuniary interest.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>Austin W. Marxe</signatureName>
        <signatureDate>2006-01-27</signatureDate>
    </ownerSignature>

    <ownerSignature>
        <signatureName>David M. Greenhouse</signatureName>
        <signatureDate>2006-01-27</signatureDate>
    </ownerSignature>
</ownershipDocument>
