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

    <schemaVersion>X0303</schemaVersion>

    <documentType>4/A</documentType>

    <periodOfReport>2009-09-30</periodOfReport>

    <dateOfOriginalSubmission>2010-01-12</dateOfOriginalSubmission>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0000850660</issuerCik>
        <issuerName>THERMADYNE HOLDINGS CORP /DE</issuerName>
        <issuerTradingSymbol>THMD</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001098947</rptOwnerCik>
            <rptOwnerName>Schumm Steven A</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>THERMADYNE HOLDINGS CORPORATION</rptOwnerStreet1>
            <rptOwnerStreet2>16052 SWINGLEY RIDDGE ROAD, SUITE 300</rptOwnerStreet2>
            <rptOwnerCity>ST LOUIS</rptOwnerCity>
            <rptOwnerState>MO</rptOwnerState>
            <rptOwnerZipCode>63017</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>EVP - CFO &amp; CAO</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock, $1 Par Valu</value>
            </securityTitle>
            <transactionDate>
                <value>2009-09-30</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>J</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
                <footnoteId id="F1"/>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>294</value>
                </transactionShares>
                <transactionPricePerShare>
                    <footnoteId id="F2"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>43396</value>
                    <footnoteId id="F3"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Company's Employee Stock Purchase Plan</footnote>
        <footnote id="F2">Purchased through the Company's Employee Stock Purchase Plan at market price on 09/30/2009</footnote>
        <footnote id="F3">Company's Employee Stock Purchase Plan Correct Ownership Total through 12/31/2009 9,326 and not as previously reported of 11,554</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>Debbie Bockius, Attorney in Fact for Steven Schumm</signatureName>
        <signatureDate>2010-02-02</signatureDate>
    </ownerSignature>
</ownershipDocument>
