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

    <schemaVersion>X0303</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2010-03-31</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001327364</issuerCik>
        <issuerName>Shengkai Innovations, Inc.</issuerName>
        <issuerTradingSymbol>SHE</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001376331</rptOwnerCik>
            <rptOwnerName>Marks Michael</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>333 SANDY SPRINGS CIRCLE</rptOwnerStreet1>
            <rptOwnerStreet2>SUITE 223</rptOwnerStreet2>
            <rptOwnerCity>ATLANTA</rptOwnerCity>
            <rptOwnerState>GA</rptOwnerState>
            <rptOwnerZipCode>30328</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <derivativeTable>
        <derivativeTransaction>
            <securityTitle>
                <value>Options to purchase Common Stock</value>
                <footnoteId id="F1"/>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>3</value>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2010-03-31</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>150000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2010-11-05</value>
            </exerciseDate>
            <expirationDate>
                <value>2015-03-31</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>150000</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>150000</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeTransaction>
    </derivativeTable>

    <footnotes>
        <footnote id="F1">This option (the &quot;Option&quot;) was issued pursuant to the Company's 2010 Incentive Stock Plan and a Nonstatutory Stock Option Agreement dated March 31, 2010. The Option shall become exercisable in 3 equal installments of 50,000 shares each, the first installment to be exercisable on the first anniversary of the date of Michael Marks' appointment as director of the Company, November 5, 2009, and each subsequent installment on every anniversary thereof.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/Michael Marks</signatureName>
        <signatureDate>2010-04-02</signatureDate>
    </ownerSignature>
</ownershipDocument>
