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

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2006-07-18</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001282552</issuerCik>
        <issuerName>AAMES INVESTMENT CORP</issuerName>
        <issuerTradingSymbol>AIC</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001157684</rptOwnerCik>
            <rptOwnerName>VAN DEUREN JON D</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>350 S. GRAND AVE</rptOwnerStreet1>
            <rptOwnerStreet2>43RD FL</rptOwnerStreet2>
            <rptOwnerCity>LOS ANGELES</rptOwnerCity>
            <rptOwnerState>CA</rptOwnerState>
            <rptOwnerZipCode>90071</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Executive Vice President &amp; CFO</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock, par value $.01</value>
            </securityTitle>
            <transactionDate>
                <value>2006-07-18</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>F</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>1425</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>4.85</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>24404</value>
                    <footnoteId id="F1"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">On July 18, 2006, Mr. Van Deuren exercised his tax withholding right with respect to the distribution of 3,750 shares of restricted common stock, resulting in a net distribution to him of 2,325 shares of common stock.  Following such transaction, Mr. Van Deuren held 35,512 shares of restricted common stock and 24,404 shares of common stock.  In addition to those shares of restricted common stock and common stock, Mr. Van Deuren held 30,000 restricted stock units.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/ Jon D. Van Deuren</signatureName>
        <signatureDate>2006-07-19</signatureDate>
    </ownerSignature>
</ownershipDocument>
