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

    <documentType>4</documentType>
  <periodOfReport>2003-12-17</periodOfReport>
  <notSubjectToSection16>0</notSubjectToSection16>
    <issuer>
        <issuerCik>0000032870</issuerCik>
        <issuerName>QUIXOTE CORP</issuerName>
        <issuerTradingSymbol>Quix</issuerTradingSymbol>
  </issuer>
  <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001199257</rptOwnerCik>
            <rptOwnerName>GOREY DANIEL P</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>QUIXOTE CORPORATION</rptOwnerStreet1>
            <rptOwnerStreet2>ONE EAST WACKER DRIVE, SUITE 3000</rptOwnerStreet2>
            <rptOwnerCity>CHICAGO</rptOwnerCity>
            <rptOwnerState>IL</rptOwnerState>
            <rptOwnerZipCode>60601</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
            <reportingOwnerRelationship>
      <isDirector>0</isDirector>
      <isOfficer>1</isOfficer>
      <isTenPercentOwner>0</isTenPercentOwner>
      <isOther>0</isOther>
      <officerTitle>CFO, VP &amp; Treasurer</officerTitle>
    </reportingOwnerRelationship>
  </reportingOwner>
  <nonDerivativeTable>
    <nonDerivativeTransaction>
      <securityTitle>
        <value>Common Stock</value>
      </securityTitle>
      <transactionDate>
        <value>2003-12-17</value>
      </transactionDate>
      <transactionCoding>
        <transactionFormType>4</transactionFormType>
        <transactionCode>S</transactionCode>
        <equitySwapInvolved>0</equitySwapInvolved>
      </transactionCoding>
      <transactionTimeliness>
        <value></value>
      </transactionTimeliness>
      <transactionAmounts>
        <transactionShares>
          <value>100</value>
        </transactionShares>
        <transactionPricePerShare>
          <value>23.47</value>
        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
          <value>D</value>
        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
          <value>103861</value>
        </sharesOwnedFollowingTransaction>
      </postTransactionAmounts>
      <ownershipNature>
        <directOrIndirectOwnership>
          <value>D</value>
        </directOrIndirectOwnership>
      </ownershipNature>
    </nonDerivativeTransaction>
    <nonDerivativeTransaction>
      <securityTitle>
        <value>Common Stock</value>
      </securityTitle>
      <transactionDate>
        <value>2003-12-17</value>
      </transactionDate>
      <transactionCoding>
        <transactionFormType>4</transactionFormType>
        <transactionCode>S</transactionCode>
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      </transactionCoding>
      <transactionTimeliness>
        <value></value>
      </transactionTimeliness>
      <transactionAmounts>
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        </transactionShares>
        <transactionPricePerShare>
          <value>23.25</value>
        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
          <value>D</value>
        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
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        </sharesOwnedFollowingTransaction>
      </postTransactionAmounts>
      <ownershipNature>
        <directOrIndirectOwnership>
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        </directOrIndirectOwnership>
      </ownershipNature>
    </nonDerivativeTransaction>
    <nonDerivativeTransaction>
      <securityTitle>
        <value>Common Stock</value>
      </securityTitle>
      <transactionDate>
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      </transactionDate>
      <transactionCoding>
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        <transactionCode>S</transactionCode>
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      </transactionCoding>
      <transactionTimeliness>
        <value></value>
      </transactionTimeliness>
      <transactionAmounts>
        <transactionShares>
          <value>409</value>
        </transactionShares>
        <transactionPricePerShare>
          <value>23.23</value>
        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
          <value>D</value>
        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
          <value>103352</value>
        </sharesOwnedFollowingTransaction>
      </postTransactionAmounts>
      <ownershipNature>
        <directOrIndirectOwnership>
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        </directOrIndirectOwnership>
      </ownershipNature>
    </nonDerivativeTransaction>
    <nonDerivativeTransaction>
      <securityTitle>
        <value>Common Stock</value>
      </securityTitle>
      <transactionDate>
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      </transactionDate>
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        <transactionCode>S</transactionCode>
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      <transactionTimeliness>
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      </transactionTimeliness>
      <transactionAmounts>
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        </transactionShares>
        <transactionPricePerShare>
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        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
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        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <postTransactionAmounts>
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        </sharesOwnedFollowingTransaction>
      </postTransactionAmounts>
      <ownershipNature>
        <directOrIndirectOwnership>
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        </directOrIndirectOwnership>
      </ownershipNature>
    </nonDerivativeTransaction>
    <nonDerivativeTransaction>
      <securityTitle>
        <value>Common Stock</value>
      </securityTitle>
      <transactionDate>
        <value>2003-12-17</value>
      </transactionDate>
      <transactionCoding>
        <transactionFormType>4</transactionFormType>
        <transactionCode>S</transactionCode>
        <equitySwapInvolved>0</equitySwapInvolved>
      </transactionCoding>
      <transactionTimeliness>
        <value></value>
      </transactionTimeliness>
      <transactionAmounts>
        <transactionShares>
          <value>131</value>
        </transactionShares>
        <transactionPricePerShare>
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        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
          <value>D</value>
        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
          <value>103130</value>
        </sharesOwnedFollowingTransaction>
      </postTransactionAmounts>
      <ownershipNature>
        <directOrIndirectOwnership>
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        </directOrIndirectOwnership>
      </ownershipNature>
    </nonDerivativeTransaction>
    <nonDerivativeTransaction>
      <securityTitle>
        <value>Common Stock</value>
      </securityTitle>
      <transactionDate>
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      </transactionDate>
      <transactionCoding>
        <transactionFormType>4</transactionFormType>
        <transactionCode>S</transactionCode>
        <equitySwapInvolved>0</equitySwapInvolved>
      </transactionCoding>
      <transactionTimeliness>
        <value></value>
      </transactionTimeliness>
      <transactionAmounts>
        <transactionShares>
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        </transactionShares>
        <transactionPricePerShare>
          <value>23.03</value>
        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
          <value>D</value>
        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
          <value>103061</value>
        </sharesOwnedFollowingTransaction>
      </postTransactionAmounts>
      <ownershipNature>
        <directOrIndirectOwnership>
          <value>D</value>
        </directOrIndirectOwnership>
      </ownershipNature>
    </nonDerivativeTransaction>
    <nonDerivativeTransaction>
      <securityTitle>
        <value>Common Stock</value>
      </securityTitle>
      <transactionDate>
        <value>2003-12-17</value>
      </transactionDate>
      <transactionCoding>
        <transactionFormType>4</transactionFormType>
        <transactionCode>S</transactionCode>
        <equitySwapInvolved>0</equitySwapInvolved>
      </transactionCoding>
      <transactionTimeliness>
        <value></value>
      </transactionTimeliness>
      <transactionAmounts>
        <transactionShares>
          <value>100</value>
        </transactionShares>
        <transactionPricePerShare>
          <value>23.21</value>
        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
          <value>D</value>
        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
          <value>102961</value>
        </sharesOwnedFollowingTransaction>
      </postTransactionAmounts>
      <ownershipNature>
        <directOrIndirectOwnership>
          <value>D</value>
        </directOrIndirectOwnership>
      </ownershipNature>
    </nonDerivativeTransaction>
    <nonDerivativeTransaction>
      <securityTitle>
        <value>Common Stock</value>
      </securityTitle>
      <transactionDate>
        <value>2003-12-17</value>
      </transactionDate>
      <transactionCoding>
        <transactionFormType>4</transactionFormType>
        <transactionCode>S</transactionCode>
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      <transactionTimeliness>
        <value></value>
      </transactionTimeliness>
      <transactionAmounts>
        <transactionShares>
          <value>100</value>
        </transactionShares>
        <transactionPricePerShare>
          <value>23.0</value>
        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
          <value>D</value>
        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
          <value>102861</value>
        </sharesOwnedFollowingTransaction>
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      <ownershipNature>
        <directOrIndirectOwnership>
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    </nonDerivativeTransaction>
    <nonDerivativeTransaction>
      <securityTitle>
        <value>Common Stock</value>
      </securityTitle>
      <transactionDate>
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        <transactionFormType>4</transactionFormType>
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      <transactionTimeliness>
        <value></value>
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        <transactionPricePerShare>
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        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
          <value>D</value>
        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
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        </sharesOwnedFollowingTransaction>
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      <ownershipNature>
        <directOrIndirectOwnership>
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        </directOrIndirectOwnership>
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    </nonDerivativeTransaction>
    <nonDerivativeTransaction>
      <securityTitle>
        <value>Common Stock</value>
      </securityTitle>
      <transactionDate>
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      </transactionDate>
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        <transactionCode>S</transactionCode>
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      <transactionTimeliness>
        <value></value>
      </transactionTimeliness>
      <transactionAmounts>
        <transactionShares>
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        </transactionShares>
        <transactionPricePerShare>
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        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
          <value>D</value>
        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
          <value>102551</value>
        </sharesOwnedFollowingTransaction>
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      <ownershipNature>
        <directOrIndirectOwnership>
          <value>D</value>
        </directOrIndirectOwnership>
      </ownershipNature>
    </nonDerivativeTransaction>
    <nonDerivativeTransaction>
      <securityTitle>
        <value>Common Stock</value>
      </securityTitle>
      <transactionDate>
        <value>2003-12-18</value>
      </transactionDate>
      <transactionCoding>
        <transactionFormType>4</transactionFormType>
        <transactionCode>S</transactionCode>
        <equitySwapInvolved>0</equitySwapInvolved>
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      <transactionTimeliness>
        <value></value>
      </transactionTimeliness>
      <transactionAmounts>
        <transactionShares>
          <value>400</value>
        </transactionShares>
        <transactionPricePerShare>
          <value>22.88</value>
        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
          <value>D</value>
        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
          <value>102111</value>
        </sharesOwnedFollowingTransaction>
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      <ownershipNature>
        <directOrIndirectOwnership>
          <value>D</value>
        </directOrIndirectOwnership>
      </ownershipNature>
    </nonDerivativeTransaction>
    <nonDerivativeTransaction>
      <securityTitle>
        <value>Common Stock</value>
      </securityTitle>
      <transactionDate>
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      </transactionDate>
      <transactionCoding>
        <transactionFormType>4</transactionFormType>
        <transactionCode>S</transactionCode>
        <equitySwapInvolved>0</equitySwapInvolved>
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      <transactionTimeliness>
        <value></value>
      </transactionTimeliness>
      <transactionAmounts>
        <transactionShares>
          <value>200</value>
        </transactionShares>
        <transactionPricePerShare>
          <value>23.00</value>
        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
          <value>D</value>
        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
          <value>101911</value>
        </sharesOwnedFollowingTransaction>
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      <ownershipNature>
        <directOrIndirectOwnership>
          <value>D</value>
        </directOrIndirectOwnership>
      </ownershipNature>
    </nonDerivativeTransaction>
    <nonDerivativeHolding>
      <securityTitle>
        <value>Common Stock</value>
      </securityTitle>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
          <value>5500</value>
        </sharesOwnedFollowingTransaction>
      </postTransactionAmounts>
      <ownershipNature>
        <directOrIndirectOwnership>
          <value>I</value>
        </directOrIndirectOwnership>
        <natureOfOwnership>
          <value>By 401K Plan</value>
        </natureOfOwnership>
      </ownershipNature>
    </nonDerivativeHolding>
  </nonDerivativeTable>
  <ownerSignature>
    <signatureName>/s/Daniel P. Gorey</signatureName>
    <signatureDate>2003-12-17</signatureDate>
  </ownerSignature>
</ownershipDocument>

