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

    <schemaVersion>X0303</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2011-04-29</periodOfReport>

    <issuer>
        <issuerCik>0001065865</issuerCik>
        <issuerName>JANUS CAPITAL GROUP INC</issuerName>
        <issuerTradingSymbol>JNS</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001302372</rptOwnerCik>
            <rptOwnerName>Parry Robert T</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>151 DETROIT STREET</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>DENVER,</rptOwnerCity>
            <rptOwnerState>CO</rptOwnerState>
            <rptOwnerZipCode>80206</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2011-04-29</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>6585</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>53487</value>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value></value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Granted pursuant to the issuer's compensation program for its Board of Directors (&quot;Board Plan&quot;) relating to annual stock retainers.  For 2011, the Board of Directors approved a 3-year vesting schedule beginning on April 1, 2012, subject to any deferral elections made by an individual Director under the Amended and Restated Director Deferred Fee Program.</footnote>
        <footnote id="F2">Restricted stock units are payable in common stock upon the reporting person's termination of service as a director.  Each restricted stock unit represents one share of common stock upon distribution.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Kathlene D. Duncan, Attorney-in-Fact for Robert T. Parry</signatureName>
        <signatureDate>2011-05-04</signatureDate>
    </ownerSignature>
</ownershipDocument>
