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

    <schemaVersion>X0303</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2009-05-26</periodOfReport>

    <issuer>
        <issuerCik>0001297720</issuerCik>
        <issuerName>James River Coal CO</issuerName>
        <issuerTradingSymbol>JRCC</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001375326</rptOwnerCik>
            <rptOwnerName>Weber Michael E</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>901 E. BYRD STREET</rptOwnerStreet1>
            <rptOwnerStreet2>SUITE 1600</rptOwnerStreet2>
            <rptOwnerCity>RICHMOND,</rptOwnerCity>
            <rptOwnerState>VA</rptOwnerState>
            <rptOwnerZipCode>23219</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>SVP and Chief Commercial Off</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2009-05-26</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>3377</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>21.4718</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>28377</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value></value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Represents open market sales partially to cover tax obligations in connection with the vesting of previously granted restricted stock which vested in 2008.  Actual tax obligations are expected to exceed the statutorily withheld amounts satisfied through shares surrendered to the issuer.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>/s/ Samuel M Hopkins II, attorney-in-fact for Michael E. Weber</signatureName>
        <signatureDate>2009-05-28</signatureDate>
    </ownerSignature>
</ownershipDocument>
