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

    <schemaVersion>X0304</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2012-02-22</periodOfReport>

    <issuer>
        <issuerCik>0001301063</issuerCik>
        <issuerName>Alpha Natural Resources, Inc.</issuerName>
        <issuerTradingSymbol>ANR</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001317039</rptOwnerCik>
            <rptOwnerName>Groves Vaughn R</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>ONE ALPHA PLACE</rptOwnerStreet1>
            <rptOwnerStreet2>P. O. BOX 16429</rptOwnerStreet2>
            <rptOwnerCity>ABINGDON</rptOwnerCity>
            <rptOwnerState>VA</rptOwnerState>
            <rptOwnerZipCode>24209</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isOfficer>1</isOfficer>
            <officerTitle>EVP, GC &amp; Corporate Secretary</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2012-02-22</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness></transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>12468</value>
                    <footnoteId id="F2"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>55751</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2012-02-22</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>F</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
                <footnoteId id="F1"/>
            </transactionCoding>
            <transactionTimeliness></transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>4015</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>19.49</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>51736</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Represents shares tendered by reporting person to the Issuer for payment of withholding taxes; this transaction is exempt pursuant to Rule 16b-3 under the Securities and Exchange Act of 1934.</footnote>
        <footnote id="F2">Represents vesting of performance stock units granted under the Issuer's 2005 Long-Term Incentive Plan.</footnote>
    </footnotes>

    <remarks>Exhibit List: Exhibit 24 - Power of Attorney</remarks>

    <ownerSignature>
        <signatureName>/s/ Richard R. Grinnan, Attorney-in-Fact</signatureName>
        <signatureDate>2012-02-24</signatureDate>
    </ownerSignature>
</ownershipDocument>
