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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2015-01-02</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001489096</issuerCik>
        <issuerName>Thermon Group Holdings, Inc.</issuerName>
        <issuerTradingSymbol>THR</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001357776</rptOwnerCik>
            <rptOwnerName>Sorrentino Charles A</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>100 THERMON DRIVE</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>SAN MARCOS</rptOwnerCity>
            <rptOwnerState>TX</rptOwnerState>
            <rptOwnerZipCode>78666</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>
                <footnoteId id="F1"/>
            </securityTitle>
            <transactionDate>
                <value>2014-12-09</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>1000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>32367</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
                <footnoteId id="F2"/>
            </securityTitle>
            <transactionDate>
                <value>2015-01-02</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>573</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>32940</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <derivativeTable>
        <derivativeHolding>
            <securityTitle>
                <value>Stock Options (Right to Buy)</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>5.2</value>
            </conversionOrExercisePrice>
            <exerciseDate>
                <value>2011-05-04</value>
                <footnoteId id="F3"/>
            </exerciseDate>
            <expirationDate>
                <value>2020-10-27</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>16358</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>16358</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeHolding>
    </derivativeTable>

    <footnotes>
        <footnote id="F1">Transaction pursuant to a Rule 10b5-1 Plan</footnote>
        <footnote id="F2">Equity awarded pursuant to the Issuer's Director Compensation Program. Each of the Issuer's non-executive directors will receive a total of $55,000 of the Issuer's common stock per year to be awarded in quarterly installments. The number of shares subject to each award will be determined by dividing $13,750 by the market closing price per share of common stock as reported on the New York Stock Exchange on each of (a) the date of the Issuer's annual stockholder meeting, (b) October 1, (c) January 1 and (d) April 1 (or the next trading day if such date is not a trading day). Each equity award is 100% vested on the grant date.</footnote>
        <footnote id="F3">Options vested and became exercisable in connection with the Issuer's initial public offering.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/ Charles Sorrentino by Sarah Alexander as attorney in fact</signatureName>
        <signatureDate>2015-01-06</signatureDate>
    </ownerSignature>
</ownershipDocument>
