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

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2004-05-13</periodOfReport>

    <issuer>
        <issuerCik>0001065865</issuerCik>
        <issuerName>JANUS CAPITAL GROUP INC</issuerName>
        <issuerTradingSymbol>JNS</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001217482</rptOwnerCik>
            <rptOwnerName>COX G ANDREW</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>JANUS CAPITAL GROUP INC.</rptOwnerStreet1>
            <rptOwnerStreet2>151 DETROIT STREET</rptOwnerStreet2>
            <rptOwnerCity>DENVER,</rptOwnerCity>
            <rptOwnerState>CO</rptOwnerState>
            <rptOwnerZipCode>80206</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>
                <footnoteId id="F1"/>
            </securityTitle>
            <transactionDate>
                <value>2004-05-13</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>6575</value>
                    <footnoteId id="F2"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>6575</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value></value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>22896</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value></value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Granted pursuant to the issuer's annual retainer award of restricted stock to non-employee directors.  Pursuant to the reporting person's deferral election under the Directors Deferred Fee Plan, restricted stock units have been granted and will become payable in common stock upon the reporting person's termination of service as a director.</footnote>
        <footnote id="F2">Each restricted stock unit represents one share of common stock upon distribution.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Jill M. Jepson,  Attorney-in-Fact for G. Andrew Cox</signatureName>
        <signatureDate>2004-05-17</signatureDate>
    </ownerSignature>
</ownershipDocument>

