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

    <schemaVersion>X0202</schemaVersion>

    <documentType>4/A</documentType>

    <periodOfReport>2004-06-13</periodOfReport>

    <dateOfOriginalSubmission>2004-08-18</dateOfOriginalSubmission>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0000850660</issuerCik>
        <issuerName>THERMADYNE HOLDINGS CORP /DE</issuerName>
        <issuerTradingSymbol>THMD</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001300837</rptOwnerCik>
            <rptOwnerName>Huett Jason</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>16052 SWINGLEY RIDGE ROAD</rptOwnerStreet1>
            <rptOwnerStreet2>SUITE 300</rptOwnerStreet2>
            <rptOwnerCity>CHESTERFIELD</rptOwnerCity>
            <rptOwnerState>MO</rptOwnerState>
            <rptOwnerZipCode>63017</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Vice President IT</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <derivativeTable>
        <derivativeTransaction>
            <securityTitle>
                <value>stock option (right to buy)</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>13.1</value>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2004-06-13</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>25000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>13.1</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <value>2014-06-13</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>common</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>25000</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>25000</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeTransaction>
    </derivativeTable>

    <footnotes>
        <footnote id="F1">One half of the option is exercisable in three equal annual installments beginning on the first anniversary of the grant. Remaining half vests in three equal annual installments on each of the three anniversaries of the grant if holdings achieves its return on invested capital targets in accordance with its annual budget for immediate processing fiscal year.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/ particia s. williams</signatureName>
        <signatureDate>2004-09-03</signatureDate>
    </ownerSignature>
</ownershipDocument>

