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

    <documentType>4</documentType>
  <periodOfReport>2004-01-06</periodOfReport>
  <notSubjectToSection16>0</notSubjectToSection16>
    <issuer>
        <issuerCik>0001003078</issuerCik>
        <issuerName>MSC INDUSTRIAL DIRECT CO INC</issuerName>
        <issuerTradingSymbol>MSM</issuerTradingSymbol>
  </issuer>
  <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001244708</rptOwnerCik>
            <rptOwnerName>ECCLESTON THOMAS</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O MSC INDUSTRIAL DIRECT CO INC</rptOwnerStreet1>
            <rptOwnerStreet2>75 MAXESS RD</rptOwnerStreet2>
            <rptOwnerCity>MLEVILLE</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>11747</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
            <reportingOwnerRelationship>
      <isDirector>0</isDirector>
      <isOfficer>1</isOfficer>
      <isTenPercentOwner>0</isTenPercentOwner>
      <isOther>0</isOther>
      <officerTitle>VP of Plant &amp; Equip and Secret</officerTitle>
    </reportingOwnerRelationship>
  </reportingOwner>
  <nonDerivativeTable>
    <nonDerivativeTransaction>
      <securityTitle>
        <value>Class A Common Stock, $.001 par value</value>
      </securityTitle>
      <transactionDate>
        <value>2004-01-06</value>
      </transactionDate>
      <transactionCoding>
        <transactionFormType>4</transactionFormType>
        <transactionCode>A</transactionCode>
        <equitySwapInvolved>0</equitySwapInvolved>
      </transactionCoding>
      <transactionTimeliness>
        <value></value>
      </transactionTimeliness>
      <transactionAmounts>
        <transactionShares>
          <value>641</value>
          <footnoteId id="F1"/>
        </transactionShares>
        <transactionPricePerShare>
          <value>23.41</value>
        </transactionPricePerShare>
        <transactionAcquiredDisposedCode>
          <value>A</value>
          <footnoteId id="F1"/>
        </transactionAcquiredDisposedCode>
      </transactionAmounts>
      <postTransactionAmounts>
        <sharesOwnedFollowingTransaction>
          <value>641</value>
        </sharesOwnedFollowingTransaction>
      </postTransactionAmounts>
      <ownershipNature>
        <directOrIndirectOwnership>
          <value>D</value>
        </directOrIndirectOwnership>
      </ownershipNature>
    </nonDerivativeTransaction>
  </nonDerivativeTable>
  <footnotes>
    <footnote id="F1">These shares were granted under the Issuer's 1995 Restricted Stock Plan, and are subject to restrictions on transfer that terminate as follows: one-half of such shares may be sold on or after January 6, 2007, an additional ??? may be sold on or after January 6, 2008, an additional ??? may be sold on or after January 6, 2009, an additional ??? may be sold on or after January 6, 2010, and an additional ??? may be sold on or after January 6, 2011.</footnote>
  </footnotes>
  <ownerSignature>
    <signatureName>/s/ Thomas Eccleston</signatureName>
    <signatureDate>2004-01-08</signatureDate>
  </ownerSignature>
</ownershipDocument>

