<?xml version="1.0"?>

<ownershipDocument>

    <documentType>4</documentType>

    <periodOfReport>2003-06-10</periodOfReport>


    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0000066418</issuerCik>
        <issuerName>MEXCO ENERGY CORP</issuerName>
        <issuerTradingSymbol>MEXC</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001211655</rptOwnerCik>
            <rptOwnerName>GRAHAM THOMAS JR</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>  </rptOwnerStreet1>
            <rptOwnerStreet2>  </rptOwnerStreet2>
            <rptOwnerCity>  </rptOwnerCity>
            <rptOwnerState>  </rptOwnerState>
            <rptOwnerZipCode>  </rptOwnerZipCode>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>Chairman of the Board</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeSecurity>
        <securityTitle>
            <value>Common Stock</value>
        </securityTitle>
        <transactionDate>
            <value>2002-12-20</value>
        </transactionDate>
        <transactionCoding>
            <transactionFormType>4</transactionFormType>
            <transactionCode>P</transactionCode>
            <equitySwapInvolved>0</equitySwapInvolved>
        </transactionCoding>
        <transactionTimeliness>
            <value></value>
        </transactionTimeliness>
        <transactionAmounts>
            <transactionShares>
                <value>500</value>
            </transactionShares>
            <transactionValue>
                <value>3</value>
            </transactionValue>
            <transactionAcquiredDisposedCode>
                <value>A</value>
            </transactionAcquiredDisposedCode>
        </transactionAmounts>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>111600</value>
                <footnoteId id="F1"/>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </nonDerivativeSecurity>

    <nonDerivativeSecurity>
        <securityTitle>
            <value>Common Stock</value>
        </securityTitle>
        <transactionDate>
            <value>2003-06-10</value>
        </transactionDate>
        <transactionCoding>
            <transactionFormType>4</transactionFormType>
            <transactionCode>P</transactionCode>
            <equitySwapInvolved>0</equitySwapInvolved>
        </transactionCoding>
        <transactionTimeliness>
            <value></value>
        </transactionTimeliness>
        <transactionAmounts>
            <transactionShares>
                <value>1000</value>
            </transactionShares>
            <transactionValue>
                <value>8</value>
            </transactionValue>
            <transactionAcquiredDisposedCode>
                <value>A</value>
            </transactionAcquiredDisposedCode>
        </transactionAmounts>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>120100</value>
                <footnoteId id="F2"/>
                <footnoteId id="F3"/>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>I</value>
            </directOrIndirectOwnership>
            <natureOfOwnership>
                <value>Owned by Spouse</value>
            </natureOfOwnership>
        </ownershipNature>
    </nonDerivativeSecurity>

    <footnotes>
        <footnote id="F1">Amount includes vested options to acquire 25,000 shares of the Registrant's Common  Stock ($0.50 par value) at the following prices: 10,000 shares @ $7.75 per share, 7,500 shares @ $7.50 per share, 5,000 shares at $5.25 per share and 2,500 shares @ $6.75 per share.</footnote>
        <footnote id="F2">1000 shares purchased 6-10-2003 are owned indirectly by spouse.</footnote>
        <footnote id="F3">Direct beneficial amount includes vested options to acquire 32,500 shares of the Registrant's Common Stock ($0.50 par value) at the following prices:  10,000 shares @ $7.75 per share, 10,000 shares @ $7.50 per share, 7500 shares at $5.25 per share and 5000 shares @ $6.75 per share.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/ Thomas Graham, Jr.</signatureName>
        <signatureDate>2003-06-11</signatureDate>
    </ownerSignature>

</ownershipDocument>

