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

    <documentType>4</documentType><periodOfReport>2003-08-21</periodOfReport>
    <issuer>
        <issuerCik>0000931707</issuerCik>
        <issuerName>MAXCOR FINANCIAL GROUP INC</issuerName>
        <issuerTradingSymbol>MAXF</issuerTradingSymbol></issuer><reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001074992</rptOwnerCik>
            <rptOwnerName>VIGLIOTTI STEVEN R</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O MAXCOR FINANCIAL GROUP INC.</rptOwnerStreet1>
            <rptOwnerStreet2>ONE SEAPORT PLAZA, 19TH FLOOR</rptOwnerStreet2>
            <rptOwnerCity>NEW YORK</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>10038</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
            <reportingOwnerRelationship>
<isDirector>0</isDirector><isOfficer>1</isOfficer><isTenPercentOwner>0</isTenPercentOwner><isOther>0</isOther><officerTitle>CFO and Treasurer</officerTitle></reportingOwnerRelationship></reportingOwner><nonDerivativeTable><nonDerivativeTransaction><securityTitle><value>Common Stock, par value $.001</value></securityTitle><transactionDate><value>2003-08-21</value></transactionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>M</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionAmounts><transactionShares><value>6500</value></transactionShares><transactionPricePerShare><value>2.00</value></transactionPricePerShare><transactionAcquiredDisposedCode><value>A</value></transactionAcquiredDisposedCode></transactionAmounts><postTransactionAmounts><sharesOwnedFollowingTransaction><value>19700</value></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value><footnoteId id="F1"/></directOrIndirectOwnership><natureOfOwnership><value/></natureOfOwnership></ownershipNature></nonDerivativeTransaction></nonDerivativeTable><derivativeTable><derivativeTransaction><securityTitle><value>Option -- Right to Buy</value></securityTitle><conversionOrExercisePrice><value>2.00</value></conversionOrExercisePrice><transactionDate><value>2003-08-21</value></transactionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>M</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionAmounts><transactionShares><value>6500</value></transactionShares><transactionPricePerShare><value>0</value></transactionPricePerShare><transactionAcquiredDisposedCode><value>D</value></transactionAcquiredDisposedCode></transactionAmounts><exerciseDate><value>1999-08-14</value><footnoteId id="F2"/></exerciseDate><expirationDate><value>2008-08-13</value></expirationDate><underlyingSecurity><underlyingSecurityTitle><value>Common Stock</value></underlyingSecurityTitle><underlyingSecurityShares><value>6500</value></underlyingSecurityShares></underlyingSecurity><postTransactionAmounts><sharesOwnedFollowingTransaction><value>3500</value><footnoteId id="F3"/></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership><natureOfOwnership><value/></natureOfOwnership></ownershipNature></derivativeTransaction></derivativeTable><footnotes><footnote id="F1">The reported transaction relates to the Reporting Person's exercise of a stock option grant and payment of the related exercise price in cash.</footnote><footnote id="F2">The stock option was granted on August 14, 1998 and became exercisable in equal 25% increments on each of the 1st, 2nd, 3rd and 4th anniversaries of the date of grant.</footnote><footnote id="F3">After the reported transaction, 3,500 shares remain subject to issuance pursuant to the stock option granted to the Reporting Person on August 14, 1998.</footnote></footnotes><remarks/><ownerSignature><signatureName>STEVEN R. VIGLIOTTI</signatureName><signatureDate>2003-08-25</signatureDate></ownerSignature></ownershipDocument>

