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

    <documentType>4</documentType><periodOfReport>2003-08-14</periodOfReport>
    <issuer>
        <issuerCik>0000931707</issuerCik>
        <issuerName>MAXCOR FINANCIAL GROUP INC</issuerName>
        <issuerTradingSymbol>MAXF</issuerTradingSymbol></issuer><reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001074993</rptOwnerCik>
            <rptOwnerName>CLARK ROBIN A</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O EURO BROKERS LIMITED</rptOwnerStreet1>
            <rptOwnerStreet2>133 HOUNDSDITCH</rptOwnerStreet2>
            <rptOwnerCity>LONDON</rptOwnerCity>
            <rptOwnerState>X0</rptOwnerState>
            <rptOwnerZipCode>EC3A 7AJ</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
            <reportingOwnerRelationship>
<isDirector>1</isDirector><isOfficer>0</isOfficer><isTenPercentOwner>0</isTenPercentOwner><isOther>1</isOther><otherText>CEO of London-based Issuer Sub</otherText></reportingOwnerRelationship></reportingOwner><nonDerivativeTable><nonDerivativeTransaction><securityTitle><value>Common Stock, par value $.001</value></securityTitle><transactionDate><value>2003-08-14</value></transactionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>S</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionAmounts><transactionShares><value>5000</value></transactionShares><transactionPricePerShare><value>13.19</value></transactionPricePerShare><transactionAcquiredDisposedCode><value>D</value></transactionAcquiredDisposedCode></transactionAmounts><postTransactionAmounts><sharesOwnedFollowingTransaction><value>35000</value></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership><natureOfOwnership><value/></natureOfOwnership></ownershipNature></nonDerivativeTransaction><nonDerivativeTransaction><securityTitle><value>Common Stock, par value $.001</value></securityTitle><transactionDate><value>2003-08-14</value></transactionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>S</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionAmounts><transactionShares><value>2000</value></transactionShares><transactionPricePerShare><value>13.28</value></transactionPricePerShare><transactionAcquiredDisposedCode><value>D</value></transactionAcquiredDisposedCode></transactionAmounts><postTransactionAmounts><sharesOwnedFollowingTransaction><value>33000</value></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership><natureOfOwnership><value/></natureOfOwnership></ownershipNature></nonDerivativeTransaction><nonDerivativeHolding><securityTitle><value>Common Stock, par value $.001</value></securityTitle><postTransactionAmounts><sharesOwnedFollowingTransaction><value>36130</value></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>I</value></directOrIndirectOwnership><natureOfOwnership><value>By self-investing pension account of the Reporting Person</value></natureOfOwnership></ownershipNature></nonDerivativeHolding></nonDerivativeTable><footnotes/><remarks/><ownerSignature><signatureName>ROBIN A. CLARK</signatureName><signatureDate>2003-08-18</signatureDate></ownerSignature></ownershipDocument>

