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

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2005-03-30</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001310067</issuerCik>
        <issuerName>Sears Holdings CORP</issuerName>
        <issuerTradingSymbol>SHLD</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001322425</rptOwnerCik>
            <rptOwnerName>Phelan William K</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>3333 BEVERLY ROAD</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>HOFFMAN ESTATES</rptOwnerCity>
            <rptOwnerState>IL</rptOwnerState>
            <rptOwnerZipCode>60179</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Vice President and Controller</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Shares</value>
            </securityTitle>
            <transactionDate>
                <value>2005-03-30</value>
            </transactionDate>
            <deemedExecutionDate>
                <value>2005-03-30</value>
            </deemedExecutionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>314</value>
                </transactionShares>
                <transactionPricePerShare>
                    <footnoteId id="F1"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>314</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Shares (401(k) Plan)</value>
            </securityTitle>
            <transactionDate>
                <value>2005-03-30</value>
            </transactionDate>
            <deemedExecutionDate>
                <value>2005-03-30</value>
            </deemedExecutionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>248</value>
                </transactionShares>
                <transactionPricePerShare>
                    <footnoteId id="F2"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>248</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>401(k) Plan</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Received as part of the consideration in exchange for 1,000 shares of Sears, Roebuck and Co. (&quot;Sears&quot;) common stock in connection with the business combination between Sears and Kmart Holding Corporation (the &quot;Merger&quot;).  On the effective date of the Merger, the closing price of Sears' common stock was $50.04 per share and the closing price of Kmart Holding Corporation common stock was $132.52.</footnote>
        <footnote id="F2">Received as part of the consideration in exchange for 496 shares of Sears, Roebuck and Co. (&quot;Sears&quot;) common stock in connection with the business combination between Sears and Kmart Holding Corporation (the &quot;Merger&quot;).  On the effective date of the Merger, the closing price of Sears' common stock was $50.04 per share and the closing price of Kmart Holding Corporation common stock was $132.52.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>William K. Phelan</signatureName>
        <signatureDate>2005-04-05</signatureDate>
    </ownerSignature>
</ownershipDocument>
