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

    <schemaVersion>X0303</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2008-12-01</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001084580</issuerCik>
        <issuerName>JEFFERIES GROUP INC /DE/</issuerName>
        <issuerTradingSymbol>JEF</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001420793</rptOwnerCik>
            <rptOwnerName>Jefferies High Yield Trading, LLC</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>THE METRO CENTER</rptOwnerStreet1>
            <rptOwnerStreet2>ONE STATION PLACE, THREE NORTH</rptOwnerStreet2>
            <rptOwnerCity>STAMFORD</rptOwnerCity>
            <rptOwnerState>CT</rptOwnerState>
            <rptOwnerZipCode>06902</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001265287</rptOwnerCik>
            <rptOwnerName>JEFFERIES &amp; COMPANY, INC.</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>520 MADISON AVE. 12TH FL.</rptOwnerStreet1>
            <rptOwnerStreet2></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>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001420619</rptOwnerCik>
            <rptOwnerName>Jefferies High Yield Holdings, LLC</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>THE METRO CENTER, ONE STATION PLACE</rptOwnerStreet1>
            <rptOwnerStreet2>THREE NORTH</rptOwnerStreet2>
            <rptOwnerCity>STAMFORD</rptOwnerCity>
            <rptOwnerState>CT</rptOwnerState>
            <rptOwnerZipCode>06902</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001084580</rptOwnerCik>
            <rptOwnerName>JEFFERIES GROUP INC /DE/</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>520 MADISON AVENUE</rptOwnerStreet1>
            <rptOwnerStreet2>12TH FLOOR</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>2008-12-01</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>P</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>27400</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0.8948</value>
                    <footnoteId id="F2"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>16307350</value>
                    <footnoteId id="F3"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                    <footnoteId id="F3"/>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2008-12-02</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>P</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>355400</value>
                    <footnoteId id="F4"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0.8857</value>
                    <footnoteId id="F5"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>16662750</value>
                    <footnoteId id="F6"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                    <footnoteId id="F6"/>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2008-12-03</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>P</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>57360</value>
                    <footnoteId id="F7"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0.8981</value>
                    <footnoteId id="F8"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>16720110</value>
                    <footnoteId id="F9"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                    <footnoteId id="F9"/>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">23,926 shares acquired by Jefferies High Yield Trading and 3,474 shares acquired by Jefferies &amp; Company.</footnote>
        <footnote id="F2">Weighted average price based on the following transactions: 2,656 at $0.8801; 200 at $0.8851; 400 at $0.8876; 7,262 at $0.89; 122 at $0.8901; 1,200 at $0.895; 400 at $0.8976; 1,739 at $0.8997; and 13,421 at $0.9.</footnote>
        <footnote id="F3">Represents 14,240,059 shares held by Jefferies High Yield Trading and 2,067,291 shares held by Jefferies &amp; Company.</footnote>
        <footnote id="F4">310,346 shares acquired by Jefferies High Yield Trading and 45,054 shares acquired by Jefferies &amp; Company.</footnote>
        <footnote id="F5">Weighted average price based on the following transactions:  53 at $0.8654; 700 at $0.8663; 100 at $0.8664; 113,764 at $0.87; 500 at $0.8701; 1,100 at $0.8742; 100 at $0.8792; 600 at $0.8799; 40,909 at $0.88; 800 at $0.8899; 17,123 at $0.89; 600 at $0.894; 100 at $0.8951; 100 at $0.8985; 100 at $0.899; 300 at $0.8995; and 165,600 at $0.9.</footnote>
        <footnote id="F6">Represents 14,550,405 shares held by Jefferies High Yield Trading and 2,112,345 shares held by Jefferies &amp; Company.</footnote>
        <footnote id="F7">50,088 shares acquired by Jefferies High Yield Trading and 7,272 shares acquired by Jefferies &amp; Company.</footnote>
        <footnote id="F8">Weighted average price based on the following transactions:  400 at $0.8800; 5,100 at $0.8900; 4,600 at $0.8901; 300 at $0.8903; 100 at $0.8950; and 46,860 at $0.9.</footnote>
        <footnote id="F9">Represents 14,600,493 shares held by Jefferies High Yield Trading and 2,119,617 shares held by Jefferies &amp; Company.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/ Roland T. Kelly, Authorized Person</signatureName>
        <signatureDate>2008-12-03</signatureDate>
    </ownerSignature>
</ownershipDocument>
