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Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
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MIC-Info: RSA-MD5,RSA,
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<SEC-DOCUMENT>0001211677-05-000008.txt : 20051230
<SEC-HEADER>0001211677-05-000008.hdr.sgml : 20051230
<ACCEPTANCE-DATETIME>20051230151831
ACCESSION NUMBER:		0001211677-05-000008
CONFORMED SUBMISSION TYPE:	4
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20051229
FILED AS OF DATE:		20051230
DATE AS OF CHANGE:		20051230

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			HANDLER RICHARD B
		CENTRAL INDEX KEY:			0001211677

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	001-14947
		FILM NUMBER:		051294416

	BUSINESS ADDRESS:	
		BUSINESS PHONE:		212-284-2316

	MAIL ADDRESS:	
		STREET 1:		C/O JEFFERIES & COMPANY, INC.
		STREET 2:		520 MADISON AVE., 12TH FLOOR
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10022

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
</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>2005-12-29</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001211677</rptOwnerCik>
            <rptOwnerName>HANDLER RICHARD B</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O JEFFERIES &amp; COMPANY, INC.</rptOwnerStreet1>
            <rptOwnerStreet2>520 MADISON AVE., 12TH FLOOR</rptOwnerStreet2>
            <rptOwnerCity>NEW YORK</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>10022</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Chief Executive Officer</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2005-12-29</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
                <footnoteId id="F1"/>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>104875</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>45.13</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>4928520</value>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Acquisition of restricted stock units under the Jefferies Group, Inc. 2003 Incentive Compensation Plan in lieu of cash compensation in a transaction exempt under Rule 16b-3(d) under the Securities Exchange Act of 1934.</footnote>
        <footnote id="F2">Does not include 53,739 shares indirectly held by the Reporting Person by the Trustee of the Jefferies Group, Inc. Employees' Stock Ownership Plan for the benefit of the Reporting Person, and does not include 20 shares indirectly held by the Reporting Person as custodian for family accounts, and does not include 232,845 shares held by the Reporting Person as trustee for estate planning purposes.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>Robert D. Ming, by power of attorney</signatureName>
        <signatureDate>2005-12-30</signatureDate>
    </ownerSignature>
</ownershipDocument>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
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