-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
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MIC-Info: RSA-MD5,RSA,
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 ow+I7YF+KCAUfBXfx8wZhA==

<SEC-DOCUMENT>0001209191-03-013491.txt : 20030725
<SEC-HEADER>0001209191-03-013491.hdr.sgml : 20030725
<ACCEPTANCE-DATETIME>20030725115442
ACCESSION NUMBER:		0001209191-03-013491
CONFORMED SUBMISSION TYPE:	4
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20030723
FILED AS OF DATE:		20030725

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			WALCOTT ROGER B JR
		CENTRAL INDEX KEY:			0001213885

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	001-16463
		FILM NUMBER:		03802578

	BUSINESS ADDRESS:	
		STREET 1:		PEABODY ENERGY CORP
		STREET 2:		701 MARKET ST
		CITY:			ST LOUIS
		STATE:			MO
		ZIP:			63101

ISSUER:		

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			PEABODY ENERGY CORP
		CENTRAL INDEX KEY:			0001064728
		STANDARD INDUSTRIAL CLASSIFICATION:	BITUMINOUS COAL & LIGNITE SURFACE MINING [1221]
		IRS NUMBER:				134004153
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	BUSINESS ADDRESS:	
		STREET 1:		701 MARKET ST
		CITY:			ST LOUIS
		STATE:			MO
		ZIP:			63101-1826
		BUSINESS PHONE:		3143423400

	MAIL ADDRESS:	
		STREET 1:		701 MARKET ST
		CITY:			ST LOUIS
		STATE:			MO
		ZIP:			63101-1826

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	P&L COAL HOLDINGS CORP
		DATE OF NAME CHANGE:	19980623
</SEC-HEADER>
<DOCUMENT>
<TYPE>4
<SEQUENCE>1
<FILENAME>doc4.xml
<DESCRIPTION>FORM 4 SUBMISSION
<TEXT>
<XML>
<?xml version="1.0"?><ownershipDocument>
    <schemaVersion>X0101</schemaVersion>

    <documentType>4</documentType><periodOfReport>2003-07-23</periodOfReport><notSubjectToSection16>0</notSubjectToSection16>
    <issuer>
        <issuerCik>0001064728</issuerCik>
        <issuerName>PEABODY ENERGY CORP</issuerName>
        <issuerTradingSymbol>BTU</issuerTradingSymbol></issuer><reportingOwner><reportingOwnerId>
            <rptOwnerCik>0001213885</rptOwnerCik>
            <rptOwnerName>WALCOTT ROGER B JR</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>  </rptOwnerStreet1>
            <rptOwnerStreet2>  </rptOwnerStreet2>
            <rptOwnerCity>  </rptOwnerCity>
            <rptOwnerState>  </rptOwnerState>
            <rptOwnerZipCode>  </rptOwnerZipCode>
        </reportingOwnerAddress>
            <reportingOwnerRelationship>
<isDirector>0</isDirector><isOfficer>1</isOfficer><isTenPercentOwner>0</isTenPercentOwner><isOther>0</isOther><officerTitle>EVP - Corporate Development</officerTitle></reportingOwnerRelationship></reportingOwner><nonDerivativeSecurity><securityTitle><value>Common Stock</value></securityTitle><transactionDate><value>2003-07-23</value></transactionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>M</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionTimeliness><value></value></transactionTimeliness><transactionAmounts><transactionShares><value>39000</value></transactionShares><transactionValue><value>14.29</value></transactionValue><transactionAcquiredDisposedCode><value>A</value></transactionAcquiredDisposedCode></transactionAmounts><postTransactionAmounts><sharesOwnedFollowingTransaction><value>108667</value><footnoteId id="F1" /></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><val
ue>I</value></directOrIndirectOwnership><natureOfOwnership><value>By Trust</value></natureOfOwnership></ownershipNature></nonDerivativeSecurity><nonDerivativeSecurity><securityTitle><value>Common Stock</value></securityTitle><transactionDate><value>2003-07-23</value></transactionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>S</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionTimeliness><value></value></transactionTimeliness><transactionAmounts><transactionShares><value>39000</value></transactionShares><transactionValue><value>32.2296</value></transactionValue><transactionAcquiredDisposedCode><value>D</value></transactionAcquiredDisposedCode></transactionAmounts><postTransactionAmounts><sharesOwnedFollowingTransaction><value>69667</value><footnoteId id="F1" /></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>I</value></directOrIndirectOwnership><natureOfOwnership><value>B
y Trust</value></natureOfOwnership></ownershipNature></nonDerivativeSecurity><nonDerivativeSecurity><securityTitle><value>Common Stock</value></securityTitle><transactionDate><value>2003-07-24</value></transactionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>M</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionTimeliness><value></value></transactionTimeliness><transactionAmounts><transactionShares><value>26000</value></transactionShares><transactionValue><value>14.29</value></transactionValue><transactionAcquiredDisposedCode><value>A</value></transactionAcquiredDisposedCode></transactionAmounts><postTransactionAmounts><sharesOwnedFollowingTransaction><value>95667</value><footnoteId id="F1" /></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>I</value></directOrIndirectOwnership><natureOfOwnership><value>By Trust</value></natureOfOwnership></ownershipNature></nonDerivativeS
ecurity><nonDerivativeSecurity><securityTitle><value>Common Stock</value></securityTitle><transactionDate><value>2003-07-24</value></transactionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>S</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionTimeliness><value></value></transactionTimeliness><transactionAmounts><transactionShares><value>26000</value></transactionShares><transactionValue><value>32.106</value></transactionValue><transactionAcquiredDisposedCode><value>D</value></transactionAcquiredDisposedCode></transactionAmounts><postTransactionAmounts><sharesOwnedFollowingTransaction><value>69667</value><footnoteId id="F1" /></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>I</value></directOrIndirectOwnership><natureOfOwnership><value>By Trust</value></natureOfOwnership></ownershipNature></nonDerivativeSecurity><derivativeSecurity><securityTitle><value>Employee Stock Opt
ion (right to buy)</value></securityTitle><conversionOrExercisePrice><value>14.29</value></conversionOrExercisePrice><transactionDate><value>2003-07-23</value></transactionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>M</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionTimeliness><value></value></transactionTimeliness><transactionAmounts><transactionShares><value>39000</value></transactionShares><transactionValue><value>0</value></transactionValue><transactionAcquiredDisposedCode><value>D</value></transactionAcquiredDisposedCode></transactionAmounts><exerciseDate><value>1999-05-19</value><footnoteId id="F2" /></exerciseDate><expirationDate><value>2008-05-19</value></expirationDate><underlyingSecurity><underlyingSecurityTitle><value>Common Stock</value></underlyingSecurityTitle><underlyingSecurityShares><value>39000</value></underlyingSecurityShares></underlyingSecurity><postTransactionAmounts><sharesOwnedFollowingTransaction><val
ue>243850</value></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership></ownershipNature></derivativeSecurity><derivativeSecurity><securityTitle><value>Employee Stock Option (right to buy)</value></securityTitle><conversionOrExercisePrice><value>14.29</value></conversionOrExercisePrice><transactionDate><value>2003-07-24</value></transactionDate><transactionCoding><transactionFormType>4</transactionFormType><transactionCode>M</transactionCode><equitySwapInvolved>0</equitySwapInvolved></transactionCoding><transactionTimeliness><value></value></transactionTimeliness><transactionAmounts><transactionShares><value>26000</value></transactionShares><transactionValue><value>0</value></transactionValue><transactionAcquiredDisposedCode><value>D</value></transactionAcquiredDisposedCode></transactionAmounts><exerciseDate><value>1999-05-19</value><footnoteId id="F3" /></exerciseDate><expirationDate><value>2008-05-19</value></expir
ationDate><underlyingSecurity><underlyingSecurityTitle><value>Common Stock</value></underlyingSecurityTitle><underlyingSecurityShares><value>26000</value></underlyingSecurityShares></underlyingSecurity><postTransactionAmounts><sharesOwnedFollowingTransaction><value>217850</value></sharesOwnedFollowingTransaction></postTransactionAmounts><ownershipNature><directOrIndirectOwnership><value>D</value></directOrIndirectOwnership></ownershipNature></derivativeSecurity><footnotes><footnote id="F1">Does not include 3,791 share held directly.</footnote><footnote id="F2">Of the 39,000 options exercised, 11,189 vested on May 19, 1999, 11,189 vested on May 19, 2000, 11,190 vested on May 19, 2001 and 5,432 vested on May 22, 2001.</footnote><footnote id="F3">Of the 26,000 options exercised, 4,189 vested on May 19, 1999, 4,189 vested on May 19, 2000, 675 vested on May 19, 2001 and 16,947 vested on May 22, 2001.</footnote></footnotes><ownerSignature><signatureName>Roger B. Walcott, Jr.

by Joseph W. Bean, Attorney-in-Fact</signatureName><signatureDate>2003-07-25</signatureDate></ownerSignature></ownershipDocument>

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</SEC-DOCUMENT>
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