-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
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 TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB
MIC-Info: RSA-MD5,RSA,
 BqMFeHyUFOs4A2ha6SustnZiDcJrWuVnqF6ewo3ePAQf6XWdnOrTHU8nWdjt2tfo
 lZZPUazMyvkg68AKKwO5CA==

<SEC-DOCUMENT>0000950117-03-004895.txt : 20031114
<SEC-HEADER>0000950117-03-004895.hdr.sgml : 20031114
<ACCEPTANCE-DATETIME>20031114182056
ACCESSION NUMBER:		0000950117-03-004895
CONFORMED SUBMISSION TYPE:	5
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20030930
FILED AS OF DATE:		20031114

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			SHAY JAMES C
		CENTRAL INDEX KEY:			0001225264

	FILING VALUES:
		FORM TYPE:		5
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	000-15045
		FILM NUMBER:		031006311

	MAIL ADDRESS:	
		STREET 1:		8800 EAST 63RD STREET
		CITY:			KANSAS CITY
		STATE:			MO
		ZIP:			64133

ISSUER:		

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BHA GROUP INC
		CENTRAL INDEX KEY:			0000801128
		STANDARD INDUSTRIAL CLASSIFICATION:	INDUSTRIAL & COMMERCIAL FANS & BLOWERS & AIR PURIFYING EQUIP [3564]
		IRS NUMBER:				431416730
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			0930

	BUSINESS ADDRESS:	
		STREET 1:		8800 E 63RD ST
		CITY:			KANSAS CITY
		STATE:			MO
		ZIP:			64133
		BUSINESS PHONE:		8163568400

	MAIL ADDRESS:	
		STREET 1:		8800 E 63RD STREET
		CITY:			KANSAS CITY
		STATE:			MO
		ZIP:			64133
</SEC-HEADER>
<DOCUMENT>
<TYPE>5
<SEQUENCE>1
<FILENAME>rsr_10316.xml
<DESCRIPTION>FORM 5
<TEXT>
<XML>
<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0201</schemaVersion>

    <documentType>5</documentType>
    <periodOfReport>2003-09-30</periodOfReport>
    <notSubjectToSection16>0</notSubjectToSection16>
    <form3HoldingsReported>0</form3HoldingsReported>

    <form4TransactionsReported>0</form4TransactionsReported>

    <issuer>
        <issuerCik>0000801128</issuerCik>
        <issuerName>BHA GROUP INC</issuerName>
        <issuerTradingSymbol>BHAG</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001225264</rptOwnerCik>
            <rptOwnerName>SHAY JAMES C</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>1245 WEST 63RD TERRACE</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>KANSAS CITY</rptOwnerCity>
            <rptOwnerState>MO</rptOwnerState>
            <rptOwnerZipCode>64113</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
            <reportingOwnerRelationship>
        <isDirector>0</isDirector>
        <isOfficer>1</isOfficer>
        <isTenPercentOwner>0</isTenPercentOwner>
        <isOther>0</isOther>
        <officerTitle>Chief Financial Officer</officerTitle>
    </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
    <nonDerivativeTransaction>
        <securityTitle>
            <value>Common Stock</value>
        </securityTitle>
        <transactionDate>
            <value>2003-09-30</value>
        </transactionDate>
    <transactionCoding>
        <transactionFormType>5</transactionFormType>
        <transactionCode>D</transactionCode>
        <equitySwapInvolved>0</equitySwapInvolved>
    </transactionCoding>
        <transactionAmounts>
            <transactionShares>
                <value>42</value>
            </transactionShares>
            <transactionPricePerShare>
                <footnoteId id="F1"/>
            </transactionPricePerShare>
            <transactionAcquiredDisposedCode>
                <value>D</value>
            </transactionAcquiredDisposedCode>
        </transactionAmounts>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>13249</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </nonDerivativeTransaction>

    <nonDerivativeTransaction>
        <securityTitle>
            <value>Common Stock</value>
        </securityTitle>
        <transactionDate>
            <value>2003-09-30</value>
        </transactionDate>
    <transactionCoding>
        <transactionFormType>5</transactionFormType>
        <transactionCode>A</transactionCode>
        <equitySwapInvolved>0</equitySwapInvolved>
    </transactionCoding>
        <transactionAmounts>
            <transactionShares>
                <value>101</value>
            </transactionShares>
            <transactionPricePerShare>
                <footnoteId id="F2"/>
            </transactionPricePerShare>
            <transactionAcquiredDisposedCode>
                <value>A</value>
            </transactionAcquiredDisposedCode>
        </transactionAmounts>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>4123</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>I</value>
            </directOrIndirectOwnership>
            <natureOfOwnership>
                <value>Managed Account</value>
            </natureOfOwnership>
        </ownershipNature>
    </nonDerivativeTransaction>

    </nonDerivativeTable>
    <derivativeTable>
    <derivativeHolding>
        <securityTitle>
            <value>Non Qualifited Stock Option</value>
        </securityTitle>
        <conversionOrExercisePrice>
            <value>9.58</value>
        </conversionOrExercisePrice>
        <exerciseDate>
            <value>1999-02-21</value>
        </exerciseDate>
        <expirationDate>
            <value>2005-02-21</value>
        </expirationDate>
        <underlyingSecurity>
            <underlyingSecurityTitle>
                <value>Common Stock</value>
            </underlyingSecurityTitle>
            <underlyingSecurityShares>
                <value>6932</value>
            </underlyingSecurityShares>
        </underlyingSecurity>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>6932</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </derivativeHolding>

    <derivativeHolding>
        <securityTitle>
            <value>Non Qualified Stock Option</value>
        </securityTitle>
        <conversionOrExercisePrice>
            <value>9.63</value>
        </conversionOrExercisePrice>
        <exerciseDate>
            <value>2003-11-09</value>
        </exerciseDate>
        <expirationDate>
            <value>2009-11-09</value>
        </expirationDate>
        <underlyingSecurity>
            <underlyingSecurityTitle>
                <value>Common Stock</value>
            </underlyingSecurityTitle>
            <underlyingSecurityShares>
                <value>27000</value>
            </underlyingSecurityShares>
        </underlyingSecurity>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>27000</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </derivativeHolding>

    <derivativeHolding>
        <securityTitle>
            <value>Non Qualified Stock Option</value>
        </securityTitle>
        <conversionOrExercisePrice>
            <value>16</value>
        </conversionOrExercisePrice>
        <exerciseDate>
            <value>2002-06-17</value>
        </exerciseDate>
        <expirationDate>
            <value>2008-06-17</value>
        </expirationDate>
        <underlyingSecurity>
            <underlyingSecurityTitle>
                <value>Common Stock</value>
            </underlyingSecurityTitle>
            <underlyingSecurityShares>
                <value>42300</value>
            </underlyingSecurityShares>
        </underlyingSecurity>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>42300</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </derivativeHolding>

    <derivativeHolding>
        <securityTitle>
            <value>Non Qualified Stock Option</value>
        </securityTitle>
        <conversionOrExercisePrice>
            <value>16.61</value>
        </conversionOrExercisePrice>
        <exerciseDate>
            <value>2006-09-17</value>
        </exerciseDate>
        <expirationDate>
            <value>2012-09-17</value>
        </expirationDate>
        <underlyingSecurity>
            <underlyingSecurityTitle>
                <value>Common Stock</value>
            </underlyingSecurityTitle>
            <underlyingSecurityShares>
                <value>27000</value>
            </underlyingSecurityShares>
        </underlyingSecurity>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>27000</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </derivativeHolding>

    <derivativeHolding>
        <securityTitle>
            <value>Non Qualified Stock Option</value>
        </securityTitle>
        <conversionOrExercisePrice>
            <value>16.82</value>
        </conversionOrExercisePrice>
        <exerciseDate>
            <value>2002-05-15</value>
        </exerciseDate>
        <expirationDate>
            <value>2008-05-15</value>
        </expirationDate>
        <underlyingSecurity>
            <underlyingSecurityTitle>
                <value>Common Stock</value>
            </underlyingSecurityTitle>
            <underlyingSecurityShares>
                <value>5500</value>
            </underlyingSecurityShares>
        </underlyingSecurity>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>5500</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </derivativeHolding>

    </derivativeTable>
    <footnotes>
        <footnote id="F1">Shares sold were held by BHA Group Holdings, Inc. 401(k) Profit Sharing Plan.</footnote>
        <footnote id="F2">Shares of common stock acquired through the Employee Stock Ownership Plan.</footnote>
    </footnotes>


    <ownerSignature>
        <signatureName>James C. Shay</signatureName>
        <signatureDate>2003-11-14</signatureDate>
    </ownerSignature>

</ownershipDocument>

</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
-----END PRIVACY-ENHANCED MESSAGE-----