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Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
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MIC-Info: RSA-MD5,RSA,
 CrS7HI4bW+e/dGttELso6l4TYgyFHDjr01Ou4hg5d+BwXaCcDysQ3Av4+SZZN/a0
 eea9ckYu2sLIDmv47CtWBQ==

<SEC-DOCUMENT>0001180442-05-000003.txt : 20050701
<SEC-HEADER>0001180442-05-000003.hdr.sgml : 20050701
<ACCEPTANCE-DATETIME>20050701140332
ACCESSION NUMBER:		0001180442-05-000003
CONFORMED SUBMISSION TYPE:	4
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20050630
FILED AS OF DATE:		20050701
DATE AS OF CHANGE:		20050701

ISSUER:		

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			JEFFERIES GROUP INC /DE/
		CENTRAL INDEX KEY:			0001084580
		STANDARD INDUSTRIAL CLASSIFICATION:	SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211]
		IRS NUMBER:				954719745
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	BUSINESS ADDRESS:	
		STREET 1:		520 MADISON AVENUE
		STREET 2:		12TH FLOOR
		CITY:			NEW  YORK
		STATE:			NY
		ZIP:			10022
		BUSINESS PHONE:		212-284-2550

	MAIL ADDRESS:	
		STREET 1:		520 MADISON AVENUE
		STREET 2:		12TH FLOOR
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10022

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	JEF HOLDING CO INC
		DATE OF NAME CHANGE:	19990419

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			FELLER LLOYD H
		CENTRAL INDEX KEY:			0001180442
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	001-14947
		FILM NUMBER:		05932267

	BUSINESS ADDRESS:	
		STREET 1:		C/O JEFFRIES & CO
		STREET 2:		520 MADISON AVE 12TH FL
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10022
		BUSINESS PHONE:		2122842316

	MAIL ADDRESS:	
		STREET 1:		C/O JEFFERIES & COMPANY, INC.
		STREET 2:		520 MADISON AVE 12TH FL
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10022
</SEC-HEADER>
<DOCUMENT>
<TYPE>4
<SEQUENCE>1
<FILENAME>primary_doc.xml
<DESCRIPTION>PRIMARY DOCUMENT
<TEXT>
<XML>
<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2005-06-30</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0001084580</issuerCik>
        <issuerName>JEFFERIES GROUP INC /DE/</issuerName>
        <issuerTradingSymbol>JEF</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001180442</rptOwnerCik>
            <rptOwnerName>FELLER LLOYD H</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O JEFFERIES &amp; COMPANY, INC.</rptOwnerStreet1>
            <rptOwnerStreet2>520 MADISON AVE 12TH FL</rptOwnerStreet2>
            <rptOwnerCity>NEW YORK</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>10022</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Exec. VP, GC and Secretary</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2005-06-30</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
                <footnoteId id="F1"/>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>562.8467</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>34.5785</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>56509</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Acquisition of deferred shares upon deferral of compensation and dividend reinvestments under the Jefferies Group, Inc. Deferred Compensation Plan in a transaction exempt under Rule 16b-3(d) under the Securities Exchange Act of 1934, as amended.  Calculated based on all available data, but may differ slightly from the actual report to be provided to the Reporting Person by the plan administrator due to rounding or other inconsistencies.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/ Roland T. Kelly, by power of attorney</signatureName>
        <signatureDate>2005-07-01</signatureDate>
    </ownerSignature>
</ownershipDocument>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
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