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

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2013-08-22</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001293613</issuerCik>
        <issuerName>Kayne Anderson MLP Investment CO</issuerName>
        <issuerTradingSymbol>KYN</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0000837010</rptOwnerCik>
            <rptOwnerName>ING LIFE INSURANCE &amp; ANNUITY CO</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O ING INVESTMENT MANAGEMENT, LLC</rptOwnerStreet1>
            <rptOwnerStreet2>5780 POWERS FERRY ROAD, NW, SUITE 300</rptOwnerStreet2>
            <rptOwnerCity>ATLANTA</rptOwnerCity>
            <rptOwnerState>GA</rptOwnerState>
            <rptOwnerZipCode>30327</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>1</isOther>
            <otherText>See Explanation Below</otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Floating Rate Senior Notes due 2016</value>
            </securityTitle>
            <transactionDate>
                <value>2013-08-22</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>P</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>12500000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>1</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <valueOwnedFollowingTransaction>
                    <value>12500000</value>
                </valueOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <remarks>Filed pursuant to Section 30(h) of the Investment Company Act of 1940. The reporting party and its affiliates own in excess of 10% of the issuer's floating rate senior notes.</remarks>

    <ownerSignature>
        <signatureName>/s/Christopher P. Lyons, Senior Vice President, ING Investment Management LLC, as Agent</signatureName>
        <signatureDate>2013-08-26</signatureDate>
    </ownerSignature>
</ownershipDocument>
