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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2014-09-19</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0000834162</issuerCik>
        <issuerName>MTR GAMING GROUP INC</issuerName>
        <issuerTradingSymbol>MNTG</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001199888</rptOwnerCik>
            <rptOwnerName>BILLICK STEVEN M</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O MTR GAMING GROUP, INC.</rptOwnerStreet1>
            <rptOwnerStreet2>P. O. BOX 356, STATE ROUTE 2 SOUTH</rptOwnerStreet2>
            <rptOwnerCity>CHESTER</rptOwnerCity>
            <rptOwnerState>WV</rptOwnerState>
            <rptOwnerZipCode>26034</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Chairman of the Board</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2014-09-19</value>
                <footnoteId id="F1"/>
            </transactionDate>
            <transactionCoding>
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                <transactionCode>M</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>15228</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0.00</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>41635</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
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        </nonDerivativeTransaction>
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                </transactionShares>
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                </sharesOwnedFollowingTransaction>
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                </directOrIndirectOwnership>
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            <transactionTimeliness>
                <value></value>
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            <transactionAmounts>
                <transactionShares>
                    <value>19500</value>
                </transactionShares>
                <transactionPricePerShare>
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                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>71500</value>
                </sharesOwnedFollowingTransaction>
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            <ownershipNature>
                <directOrIndirectOwnership>
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                </directOrIndirectOwnership>
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        <nonDerivativeTransaction>
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                <value>Common Stock</value>
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                <footnoteId id="F1"/>
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            <transactionTimeliness>
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            </transactionTimeliness>
            <transactionAmounts>
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                </transactionShares>
                <transactionPricePerShare>
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                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
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                </transactionAcquiredDisposedCode>
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            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>101500</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
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            <transactionDate>
                <value>2014-09-19</value>
                <footnoteId id="F2"/>
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            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
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                </transactionShares>
                <transactionPricePerShare>
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                </sharesOwnedFollowingTransaction>
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            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
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        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <derivativeTable>
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            <securityTitle>
                <value>Restricted Stock Units (2010 Long-Term Incentive Plan)</value>
                <footnoteId id="F1"/>
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            <conversionOrExercisePrice>
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            </conversionOrExercisePrice>
            <transactionDate>
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            </transactionDate>
            <transactionCoding>
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                <transactionCode>M</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>15228</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0.00</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
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                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2014-09-19</value>
            </exerciseDate>
            <expirationDate>
                <value>2014-09-19</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>15228</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>0</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
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                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeTransaction>
        <derivativeTransaction>
            <securityTitle>
                <value>Restricted Stock Units (2010 Long-Term Incentive Plan)</value>
                <footnoteId id="F1"/>
            </securityTitle>
            <conversionOrExercisePrice>
                <footnoteId id="F1"/>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2014-09-19</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>M</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
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                </transactionShares>
                <transactionPricePerShare>
                    <value>0.00</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2014-09-19</value>
            </exerciseDate>
            <expirationDate>
                <value>2014-09-19</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>10365</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
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            </ownershipNature>
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            <transactionTimeliness>
                <value></value>
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            <transactionAmounts>
                <transactionShares>
                    <value>19500</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0.00</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
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            <exerciseDate>
                <value>2014-09-19</value>
            </exerciseDate>
            <expirationDate>
                <value>2014-09-19</value>
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                <underlyingSecurityTitle>
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                </underlyingSecurityTitle>
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                </underlyingSecurityShares>
            </underlyingSecurity>
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                </sharesOwnedFollowingTransaction>
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                <directOrIndirectOwnership>
                    <value>D</value>
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        <derivativeTransaction>
            <securityTitle>
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                <footnoteId id="F1"/>
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                <value></value>
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                    <value>0.00</value>
                </transactionPricePerShare>
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                    <value>D</value>
                </transactionAcquiredDisposedCode>
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                <value>2014-09-19</value>
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                <value>2014-09-19</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
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                    <value>30000</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>0</value>
                </sharesOwnedFollowingTransaction>
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        </derivativeTransaction>
    </derivativeTable>

    <footnotes>
        <footnote id="F1">As a result of the consummation of the transactions contemplated pursuant to the previously disclosed merger agreement, each of these RSUs vested and settled into shares of common stock of Eldorado Resorts, Inc.</footnote>
        <footnote id="F2">Except with respect to shares received as a result of settlement of RSUs, pursuant to (1), all such shares were disposed pursuant to previously disclosed merger agreement, pursuant to which each share of the issuer's common stock was exchanged for either (a) one share of common stock of Eldorado Resorts, Inc. or (b) $6.05 in cash.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/ STEVEN M. BILLICK</signatureName>
        <signatureDate>2014-09-23</signatureDate>
    </ownerSignature>
</ownershipDocument>
