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

    <schemaVersion>X0303</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2009-09-16</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001366292</issuerCik>
        <issuerName>Penn Virginia GP Holdings, L.P.</issuerName>
        <issuerTradingSymbol>PVG</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0000077159</rptOwnerCik>
            <rptOwnerName>PENN VIRGINIA CORP</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>100 MATSONFORD ROAD SUITE 300</rptOwnerStreet1>
            <rptOwnerStreet2>THREE RADNOR CORPORATE CENTER</rptOwnerStreet2>
            <rptOwnerCity>RADNOR</rptOwnerCity>
            <rptOwnerState>PA</rptOwnerState>
            <rptOwnerZipCode>19087</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>1</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>100% owner of general partner</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Units</value>
            </securityTitle>
            <transactionDate>
                <value>2009-09-16</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>10000000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>11.808</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>20077429</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>Parent Company</value>
                    <footnoteId id="F1"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Penn Virginia Corporation is the ultimate parent company of Penn Virginia Resource GP Corp. (&quot;GP Corp&quot;) and Penn Virginia Resource LP Corp. (&quot;LP Corp&quot;).  As such, Penn Virginia Corporation may be deemed to beneficially own common units held by GP Corp and LP Corp.  In addition, as the ultimate parent company of PVG GP, LLC, the general partner of the Issuer (the &quot;General Partner&quot;), Penn Virginia Corporation appoints the directors of the General Partner.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>Nancy M. Snyder, Vice President</signatureName>
        <signatureDate>2009-09-17</signatureDate>
    </ownerSignature>
</ownershipDocument>
