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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4/A</documentType>

    <periodOfReport>2019-02-06</periodOfReport>

    <dateOfOriginalSubmission>2019-02-06</dateOfOriginalSubmission>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0000350894</issuerCik>
        <issuerName>SEI INVESTMENTS CO</issuerName>
        <issuerTradingSymbol>SEIC</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001665243</rptOwnerCik>
            <rptOwnerName>KLAUDER PAUL</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>SEI INVESTMENTS COMPANY</rptOwnerStreet1>
            <rptOwnerStreet2>ONE FREEDOM VALLEY DRIVE</rptOwnerStreet2>
            <rptOwnerCity>OAKS</rptOwnerCity>
            <rptOwnerState>PA</rptOwnerState>
            <rptOwnerZipCode>19456</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>EXECUTIVE VICE PRESIDENT</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>COMMON STOCK</value>
            </securityTitle>
            <transactionDate>
                <value>2019-02-06</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>I</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>2584</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>49.81</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>19883</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Reflects the acquisition by the reporting person under the issuer's Employee Stock Purchase Plan (the &quot;ESPP&quot;) of an aggregate of 3,170 shares, which acquisitions have not been previously reported and were exempt from Section 16 of Securities and Exchange Act of 1934, as amended, pursuant to rules 16b-3(c) and 16a-3(f)(1)(i)(B) thereunder.</footnote>
        <footnote id="F2">All shares are held under the ESPP and the issuer's SEI Capital Accumulation Plan (401k).</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>RUTH MONTGOMERY (ATTORNEY IN FACT)</signatureName>
        <signatureDate>2019-05-20</signatureDate>
    </ownerSignature>
</ownershipDocument>
