-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
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MIC-Info: RSA-MD5,RSA,
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 TNzpfLzm0DFDvuhQb4JTxw==

<SEC-DOCUMENT>0000884413-06-000001.txt : 20060110
<SEC-HEADER>0000884413-06-000001.hdr.sgml : 20060110
<ACCEPTANCE-DATETIME>20060110182256
ACCESSION NUMBER:		0000884413-06-000001
CONFORMED SUBMISSION TYPE:	4
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20060109
FILED AS OF DATE:		20060110
DATE AS OF CHANGE:		20060110

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			Baker James C
		CENTRAL INDEX KEY:			0001331674

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	811-21593
		FILM NUMBER:		06523318

	BUSINESS ADDRESS:	
		BUSINESS PHONE:		310-556-2721

	MAIL ADDRESS:	
		STREET 1:		C/O KAYNE ANDERSON CAPITAL ADVISORS, L.P
		STREET 2:		1800 AVENUE OF THE STARS, SECOND FLOOR
		CITY:			LOS ANGELES
		STATE:			CA
		ZIP:			90067

ISSUER:		

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			Kayne Anderson MLP Investment CO
		CENTRAL INDEX KEY:			0001293613
		IRS NUMBER:				000000000
		STATE OF INCORPORATION:			MD
		FISCAL YEAR END:			1130

	BUSINESS ADDRESS:	
		STREET 1:		1800 AVENUE OF THE STARS, SECOND FLOOR
		CITY:			LOS ANGELES
		STATE:			CA
		ZIP:			90067
		BUSINESS PHONE:		877-657-3863

	MAIL ADDRESS:	
		STREET 1:		1800 AVENUE OF THE STARS, SECOND FLOOR
		CITY:			LOS ANGELES
		STATE:			CA
		ZIP:			90067

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	Kayne Anderson Midstream Investment CO
		DATE OF NAME CHANGE:	20040614
</SEC-HEADER>
<DOCUMENT>
<TYPE>4
<SEQUENCE>1
<FILENAME>primary_doc.xml
<DESCRIPTION>PRIMARY DOCUMENT
<TEXT>
<XML>
<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2006-01-09</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001293613</issuerCik>
        <issuerName>Kayne Anderson MLP Investment CO</issuerName>
        <issuerTradingSymbol>KYN</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001331674</rptOwnerCik>
            <rptOwnerName>Baker James C</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O KAYNE ANDERSON CAPITAL ADVISORS, L.P</rptOwnerStreet1>
            <rptOwnerStreet2>1800 AVENUE OF THE STARS, SECOND FLOOR</rptOwnerStreet2>
            <rptOwnerCity>LOS ANGELES</rptOwnerCity>
            <rptOwnerState>CA</rptOwnerState>
            <rptOwnerZipCode>90067</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Vice President</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2006-01-09</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>P</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>1000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>25.42</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>2000</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <ownerSignature>
        <signatureName>James Baker</signatureName>
        <signatureDate>2006-01-10</signatureDate>
    </ownerSignature>
</ownershipDocument>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
-----END PRIVACY-ENHANCED MESSAGE-----