-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
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MIC-Info: RSA-MD5,RSA,
 FDATNoOhOKsqT1bWnSVIp7N1vIwOHrJp+3QhsRlXaC/fpgJJ102rX5+oqHh/I2Cs
 mWGwp39u74q9SautzA73eg==

<SEC-DOCUMENT>0001265287-10-000007.txt : 20100129
<SEC-HEADER>0001265287-10-000007.hdr.sgml : 20100129
<ACCEPTANCE-DATETIME>20100129145531
ACCESSION NUMBER:		0001265287-10-000007
CONFORMED SUBMISSION TYPE:	4
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20100127
FILED AS OF DATE:		20100129
DATE AS OF CHANGE:		20100129

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:		10558082

	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>X0303</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2010-01-27</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.</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>EVP, Secretary and GC</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2010-01-27</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>S</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>140793</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>27.0496</value>
                    <footnoteId id="F1"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>159179</value>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2010-01-28</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>F</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>1591</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>26.58</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>157588</value>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Weighted average price based on the following transactions:  40,193 at $27.0000; 100 at $27.0050; 2,800 at $27.0100; 100 at $27.0150; 4,500 at $27.0200; 100 at $27.0250; 3,722 at $27.0300; 400 at $27.0350; 100 at $27.0375; 1,000 at $27.0400; 2,000 at $27.0450; 35,778 at $27.0500; 1,600 at $27.0600; 1,000 at $27.0700; 100 at $27.0750; 4,300 at $27.0800; 100 at $27.0875; 6,400 at $27.0900; 1,000 at $27.0950; 100 at $27.0975; 31,000 at $27.1000; 300 at $27.1050; 100 at $27.1075; 2,500 at $27.1100; 100 at  $27.1150; 600 at  $27.1200 ; 200 at  $27.1250; 100 at  $27.1300; 200 at  $27.1350; and 300 at  $27.1400.</footnote>
        <footnote id="F2">Does not include 574 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.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/ Roland T. Kelly, by power of attorney</signatureName>
        <signatureDate>2010-01-29</signatureDate>
    </ownerSignature>
</ownershipDocument>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
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