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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2020-04-06</periodOfReport>

    <notSubjectToSection16>1</notSubjectToSection16>

    <issuer>
        <issuerCik>0000315849</issuerCik>
        <issuerName>SOUTHWEST GEORGIA FINANCIAL CORP</issuerName>
        <issuerTradingSymbol>SGB</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001245474</rptOwnerCik>
            <rptOwnerName>BARBER CECIL H</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1></rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity></rptOwnerCity>
            <rptOwnerState></rptOwnerState>
            <rptOwnerZipCode></rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Southwest Georgia Financial Corp</value>
                <footnoteId id="F1"/>
            </securityTitle>
            <transactionDate>
                <value>2020-04-03</value>
                <footnoteId id="F1"/>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>D</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
                <footnoteId id="F1"/>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
                <footnoteId id="F1"/>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>39422</value>
                    <footnoteId id="F1"/>
                </transactionShares>
                <transactionPricePerShare>
                    <footnoteId id="F1"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>39422</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Pursuant to the Agreement and Plan of Merger, dated December 18, 2019, by and between Southwest Georgia Financial Corporation (&quot;SGB&quot;) and The First Bancshares, Inc. (&quot;First Bancshares&quot;),SGB merged with and into First Bancshares with First Bancshares as the surviving corporation (the &quot;Merger&quot;). At 12:01 a.m. on April 3, 2020, the effective time of the Merger (the &quot;Effective Time&quot;),each share of common stock, par value $1.00 per share, of SGB Common Stock (&quot;SGB Common Stock&quot;) issued and outstanding immediately prior the Effective Time (except for certain cancelled shares) was converted into the right to receive, without interest, 1.00 share of the common stock, par value $1.00 per share, of First Bancshares (such shares, the &quot;Merger Consideration&quot;).  The closing price of First Bancshares Common Stock on the Nasdaq Stock Market at the Effective Time was $17.94.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>Cecil H Barber By Tammy Croyle AIF</signatureName>
        <signatureDate>2020-04-06</signatureDate>
    </ownerSignature>
</ownershipDocument>
