<?xml version="1.0"?>
<ownershipDocument>
    <schemaVersion>X0201</schemaVersion>

    <documentType>4</documentType><periodOfReport>2003-12-18</periodOfReport>
    <issuer>
        <issuerCik>0000874977</issuerCik>
        <issuerName>STATE AUTO FINANCIAL CORP</issuerName>
        <issuerTradingSymbol>STFC</issuerTradingSymbol></issuer><reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001184130</rptOwnerCik>
            <rptOwnerName>MOONE ROBERT H</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>518 E. BROAD STREET</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>COLUMBUS</rptOwnerCity>
            <rptOwnerState>OH</rptOwnerState>
            <rptOwnerZipCode>43215</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
            <reportingOwnerRelationship>
<isDirector>0</isDirector><isOfficer>1</isOfficer><isTenPercentOwner>0</isTenPercentOwner><isOther>0</isOther><officerTitle>Chairman, President, CEO</officerTitle></reportingOwnerRelationship></reportingOwner><nonDerivativeTable><nonDerivativeTransaction><securityTitle><value>Common Shares without par value</value></securityTitle><transactionDate><value>2003-12-18</value></transactionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>G</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionAmounts><transactionShares><value>5</value></transactionShares><transactionPricePerShare><value>0</value></transactionPricePerShare><transactionAcquiredDisposedCode><value>A</value></transactionAcquiredDisposedCode></transactionAmounts><postTransactionAmounts><sharesOwnedFollowingTransaction><value>112779.749</value><footnoteId id="F1"/></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership><natureOfOwnership><value/></natureOfOwnership></ownershipNature></nonDerivativeTransaction></nonDerivativeTable><footnotes><footnote id="F1">Includes indirect holdings by spouse of 11,400.000 shares.  Also includes the following acquisitions:  1,081.315 shares acquired in May 2003 through the State Auto Financial Corporation Employee Stock Purchase Plan; 41.446 shares acquired in June 2003 and 41.256 shares acquired in September 2003 under the dividend reinvestment feature of the STFC Employee Stock Purchase Plan; and 0.596 shares acquired in June 2003 and 1.359 shares acquired in September 2003 under the STFC Dividend Reinvestment Plan.</footnote></footnotes><remarks/><ownerSignature><signatureName>Robert H. Moone by John R. Lowther, attorney in fact pursuant to POA filed with Commission 7-19-91</signatureName><signatureDate>2003-12-18</signatureDate></ownerSignature></ownershipDocument>

