<?xml version="1.0"?>
<ownershipDocument>
    <schemaVersion>X0101</schemaVersion>

    <documentType>4</documentType><periodOfReport>2003-05-27</periodOfReport>
    <issuer>
        <issuerCik>0000874977</issuerCik>
        <issuerName>STATE AUTO FINANCIAL CORP</issuerName>
        <issuerTradingSymbol>STFC</issuerTradingSymbol></issuer><reportingOwner><reportingOwnerId>
            <rptOwnerCik>0001184039</rptOwnerCik>
            <rptOwnerName>HUESMAN PAUL W</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>  </rptOwnerStreet1>
            <rptOwnerStreet2>  </rptOwnerStreet2>
            <rptOwnerCity>  </rptOwnerCity>
            <rptOwnerState>  </rptOwnerState>
            <rptOwnerZipCode>  </rptOwnerZipCode>
        </reportingOwnerAddress>
            <reportingOwnerRelationship>
<isDirector>1</isDirector><isOfficer>0</isOfficer><isTenPercentOwner>0</isTenPercentOwner><isOther>0</isOther></reportingOwnerRelationship></reportingOwner><nonDerivativeSecurity><securityTitle><value>Common Shares without par value</value></securityTitle><transactionDate><value>2003-05-23</value></transactionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>A</transactionCode><equitySwapInvolved>0</equitySwapInvolved><footnoteId id="F1"/></transactionCoding><transactionAmounts><transactionShares><value>0</value></transactionShares><transactionValue><value>0</value></transactionValue><transactionAcquiredDisposedCode><value>A</value></transactionAcquiredDisposedCode></transactionAmounts><postTransactionAmounts><sharesOwnedFollowingTransaction><value>45246.265</value><footnoteId id="F2"/></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership><natureOfOwnership><value></value></natureOfOwnership></ownershipNature></nonDerivativeSecurity><derivativeSecurity><securityTitle><value>Director Stock Option (Right to Buy) NQ</value></securityTitle><conversionOrExercisePrice><value>18.74</value></conversionOrExercisePrice><transactionDate><value>2003-05-23</value></transactionDate><transactionCoding><transactionFormType>5</transactionFormType><transactionCode>A</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionAmounts><transactionShares><value>4200</value></transactionShares><transactionValue><value>0</value><footnoteId id="F1"/></transactionValue><transactionAcquiredDisposedCode><value>A</value></transactionAcquiredDisposedCode></transactionAmounts><exerciseDate><value>2003-05-23</value></exerciseDate><expirationDate><value>2013-05-22</value></expirationDate><underlyingSecurity><underlyingSecurityTitle><value>Common Shares</value></underlyingSecurityTitle><underlyingSecurityShares><value>4200</value></underlyingSecurityShares></underlyingSecurity><postTransactionAmounts><sharesOwnedFollowingTransaction><value>4200</value></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership><natureOfOwnership><value></value></natureOfOwnership></ownershipNature></derivativeSecurity><footnotes><footnote id="F1">field should be left blank, but due to a software defect, requires input.</footnote><footnote id="F2">Includes indirect holdings by Huesman Schmid Insurance Agency Defined Benefit Pension Plan of 16,888.660 shares and indirect holdings of 2,873.000 shares by spouse.  Also includes the following acquisitions:  27.004 shares acquired in March 2003 under the STFC Dividend Reinvestment Plan.</footnote></footnotes><ownerSignature><signatureName>Paul W. Huesman by John R. Lowther, attorney in fact pursuant to a POA filed with the Commission on 7-19-91</signatureName><signatureDate>2003-05-27</signatureDate></ownerSignature></ownershipDocument>

