-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
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MIC-Info: RSA-MD5,RSA,
 LWpSRgxr0FxnfyeBggtXAdV5ZzJOnNjLAGCXWczG3BDqTY/Td+A0DMj8SeCx1ObS
 3J76nMhltnCpYV6fIsT2VQ==

<SEC-DOCUMENT>0001230923-04-000011.txt : 20041020
<SEC-HEADER>0001230923-04-000011.hdr.sgml : 20041020
<ACCEPTANCE-DATETIME>20041020125200
ACCESSION NUMBER:		0001230923-04-000011
CONFORMED SUBMISSION TYPE:	4
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20041018
FILED AS OF DATE:		20041020
DATE AS OF CHANGE:		20041020

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:			SCHENK JOSEPH A
		CENTRAL INDEX KEY:			0001230923

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	001-14947
		FILM NUMBER:		041087023

	BUSINESS ADDRESS:	
		STREET 1:		520 MADISON AVE
		STREET 2:		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>2004-10-18</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

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

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001230923</rptOwnerCik>
            <rptOwnerName>SCHENK JOSEPH A</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>CFO</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2004-10-18</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
                <footnoteId id="F1"/>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>10997</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>34</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>194700</value>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Acquisition of shares 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 1,560 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 9,314 shares indirectly held by the Reporting Person by the Trustee under the Jefferies Group, Inc. Profit Sharing Plan for the benefit of the Reporting Person, and does not include 60 shares indirectly held by the Reporting Person as custodian for his children's accounts.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/ Roland T. Kelly, by Power of Attorney</signatureName>
        <signatureDate>2004-10-20</signatureDate>
    </ownerSignature>
</ownershipDocument>

</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
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