<?xml version="1.0" encoding="utf-8"?>
<ownershipDocument>
    <schemaVersion>X0201</schemaVersion>

    <documentType>5</documentType>
  <periodOfReport>2003-08-30</periodOfReport>
  <notSubjectToSection16>0</notSubjectToSection16>
    <form3HoldingsReported>0</form3HoldingsReported>

    <form4TransactionsReported>0</form4TransactionsReported>

    <issuer>
        <issuerCik>0001003078</issuerCik>
        <issuerName>MSC INDUSTRIAL DIRECT CO INC</issuerName>
        <issuerTradingSymbol>MSM</issuerTradingSymbol>
  </issuer>
  <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001197828</rptOwnerCik>
            <rptOwnerName>GERSHWIND MARJORIE</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O MSC INDUSRTRIAL DIRECT CO INC</rptOwnerStreet1>
            <rptOwnerStreet2>75 MAXESE RD</rptOwnerStreet2>
            <rptOwnerCity>MELVILLE</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>11747</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
            <reportingOwnerRelationship>
      <isDirector>0</isDirector>
      <isOfficer>0</isOfficer>
      <isTenPercentOwner>1</isTenPercentOwner>
      <isOther>0</isOther>
    </reportingOwnerRelationship>
  </reportingOwner>
  <derivativeTable>
    <derivativeTransaction>
      <securityTitle>
        <value>Class B Common Stock, $.001 par value</value>
      </securityTitle>
      <conversionOrExercisePrice>
        <value>0</value>
        <footnoteId id="F1"/>
      </conversionOrExercisePrice>
      <transactionDate>
        <value>2003-04-07</value>
      </transactionDate>
      <transactionCoding>
        <transactionFormType>5</transactionFormType>
        <transactionCode>G</transactionCode>
        <equitySwapInvolved>0</equitySwapInvolved>
        <footnoteId id="F2"/>
      </transactionCoding>
      <transactionTimeliness>
        <value></value>
      </transactionTimeliness>
      <transactionAmounts>
        <transactionShares>
          <value>391071</value>
        </transactionShares>
        <transactionPricePerShare>
          <value>0</value>
        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
          <value>A</value>
        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <exerciseDate>
        <footnoteId id="F6"/>
      </exerciseDate>
      <expirationDate>
        <footnoteId id="F7"/>
      </expirationDate>
      <underlyingSecurity>
        <underlyingSecurityTitle>
          <value>See Footnote</value>
          <footnoteId id="F4"/>
        </underlyingSecurityTitle>
        <underlyingSecurityShares>
          <value>391071</value>
        </underlyingSecurityShares>
      </underlyingSecurity>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
          <value>11721932</value>
          <footnoteId id="F5"/>
        </sharesOwnedFollowingTransaction>
      </postTransactionAmounts>
      <ownershipNature>
        <directOrIndirectOwnership>
          <value>D</value>
        </directOrIndirectOwnership>
      </ownershipNature>
    </derivativeTransaction>
    <derivativeTransaction>
      <securityTitle>
        <value>Class B Common Stock, $.001 par value</value>
      </securityTitle>
      <conversionOrExercisePrice>
        <value>0</value>
        <footnoteId id="F1"/>
      </conversionOrExercisePrice>
      <transactionDate>
        <value>2003-04-07</value>
      </transactionDate>
      <transactionCoding>
        <transactionFormType>5</transactionFormType>
        <transactionCode>G</transactionCode>
        <equitySwapInvolved>0</equitySwapInvolved>
        <footnoteId id="F3"/>
      </transactionCoding>
      <transactionTimeliness>
        <value></value>
      </transactionTimeliness>
      <transactionAmounts>
        <transactionShares>
          <value>7748</value>
        </transactionShares>
        <transactionPricePerShare>
          <value>0</value>
        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
          <value>A</value>
        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <exerciseDate>
        <footnoteId id="F6"/>
      </exerciseDate>
      <expirationDate>
        <footnoteId id="F7"/>
      </expirationDate>
      <underlyingSecurity>
        <underlyingSecurityTitle>
          <value>See Footnote</value>
          <footnoteId id="F4"/>
        </underlyingSecurityTitle>
        <underlyingSecurityShares>
          <value>7748</value>
        </underlyingSecurityShares>
      </underlyingSecurity>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
          <value>11721932</value>
          <footnoteId id="F5"/>
        </sharesOwnedFollowingTransaction>
      </postTransactionAmounts>
      <ownershipNature>
        <directOrIndirectOwnership>
          <value>D</value>
        </directOrIndirectOwnership>
      </ownershipNature>
    </derivativeTransaction>
  </derivativeTable>
  <footnotes>
    <footnote id="F1">1-to-1</footnote>
    <footnote id="F2">Distribution in kind by the Marjorie Diane Gershwind 1998 Qualified Seven Year Annuity Trust to reporting person.</footnote>
    <footnote id="F3">Distribution in kind by the Marjorie Diane Gershwind 1994 Qualified Fifteen Year Annuity Interest Trust to reporting person.</footnote>
    <footnote id="F4">Class A Common Stock, $.001 par value.</footnote>
    <footnote id="F5">Includes 4,701,285 shares of Class B Common Stock directly owned by Ms. Gershwind, 374,401 shares of Class B Common Stock as Settlor of the Marjorie Diane Gershwind 1998 Qualified Seven Year Annuity Trust, 946,246 shares of Class B Common Stock as Settlor of the Marjorie Diane Gershwind 1994 Qualified Fifteen Year Annuity Interest Trust, and 5,700,000 shares of Class B Common Stock held by GF-MSC, L.L.C. Reporting person is the sole voting member of GF-MSC, L.L.C. and disclaims beneficial ownership of the shares held by GF-MSC, L.L.C. except to the extent of her pecuniary interest therein.  The Reporting Person also disclaims beneficial ownership of the shares held by the Marjorie Diane Gershwind 1998 Qualified Seven Year Annuity Trust and the Marjorie Diane Gershwind 1994 Qualified Fifteen Year Annuity Interest Trust.</footnote>
    <footnote id="F6">Immediately</footnote>
    <footnote id="F7">None</footnote>
  </footnotes>
  <ownerSignature>
    <signatureName>/s/ J. Robert Small, Attorney-in-Fact</signatureName>
    <signatureDate>2003-10-14</signatureDate>
  </ownerSignature>
</ownershipDocument>

