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

    <schemaVersion>X0206</schemaVersion>

    <documentType>3</documentType>

    <periodOfReport>2012-12-10</periodOfReport>

    <noSecuritiesOwned>1</noSecuritiesOwned>

    <issuer>
        <issuerCik>0001051741</issuerCik>
        <issuerName>FIRST NIAGARA FINANCIAL GROUP INC</issuerName>
        <issuerTradingSymbol>FNFG</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001565047</rptOwnerCik>
            <rptOwnerName>Brickley Liam</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>726 EXCHANGE STREET</rptOwnerStreet1>
            <rptOwnerStreet2>SUITE 618</rptOwnerStreet2>
            <rptOwnerCity>BUFFALO</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>14210</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isOfficer>1</isOfficer>
            <officerTitle>SVP, Chief Credit Officer</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <footnotes></footnotes>

    <ownerSignature>
        <signatureName>/s/ Joanne M. Bramer, power of attorney for Liam Brickley</signatureName>
        <signatureDate>2012-12-19</signatureDate>
    </ownerSignature>
</ownershipDocument>
