NOTE 4 - DERIVATIVES AND HEDGING ACTIVITIES - Summary of Interest Rate Swaps Derivatives (Details) - Designated as Hedging Instrument [Member] - Cash Flow Hedging [Member] - USD ($) $ in Thousands	6 Months Ended
Jun. 30, 2020	Dec. 31, 2019
Derivative Instrument One Maturing 2023 [Member] \| London Interbank Offered Rate (LIBOR)
Derivative, Basis Spread on Variable Rate	1.75%
Derivative Instrument Two Maturing 2023 [Member] \| London Interbank Offered Rate (LIBOR)
Derivative, Basis Spread on Variable Rate	1.57%
Derivative Instrument Three Maturing 2023 [Member] \| London Interbank Offered Rate (LIBOR)
Derivative, Basis Spread on Variable Rate	1.90%
Derivative Instrument Four Maturing 2023 [Member] \| London Interbank Offered Rate (LIBOR)
Derivative, Basis Spread on Variable Rate	1.80%
Derivative Instrument One Maturing 2024 [Member] \| London Interbank Offered Rate (LIBOR)
Derivative, Basis Spread on Variable Rate	1.75%
Derivative Instrument Two Maturing 2024 [Member] \| London Interbank Offered Rate (LIBOR)
Derivative, Basis Spread on Variable Rate	1.57%
Derivative Instrument Three Maturing 2024 [Member] \| London Interbank Offered Rate (LIBOR)
Derivative, Basis Spread on Variable Rate	1.90%
Derivative Instrument Four Maturing 2024 [Member] \| London Interbank Offered Rate (LIBOR)
Derivative, Basis Spread on Variable Rate	1.80%
Derivative Instrument One Maturing 2025 [Member] \| London Interbank Offered Rate (LIBOR)
Derivative, Basis Spread on Variable Rate	1.75%
Derivative Instrument Two Maturing 2025 [Member] \| London Interbank Offered Rate (LIBOR)
Derivative, Basis Spread on Variable Rate	1.57%
Derivative Instrument Three Maturing 2025 [Member] \| London Interbank Offered Rate (LIBOR)
Derivative, Basis Spread on Variable Rate	1.90%
Derivative Instrument Four Maturing 2025 [Member] \| London Interbank Offered Rate (LIBOR)
Derivative, Basis Spread on Variable Rate	1.80%
Interest rate swap
Receive Rate	1.92%
Pay Rate	5.24%
CRBT - FHLB Advances or Brokered CDs [Member]
Receive Rate	0.31%
Pay Rate	1.12%
SFCB - FHLB Advances or Brokered CDs [Member]
Receive Rate	0.32%
Pay Rate	0.95%
QCR Holdings Statutory Trust II
Receive Rate	3.16%
Pay Rate	5.85%
QCR Holdings Statutory Trust III
Receive Rate	3.16%
Pay Rate	5.85%
QCR Holdings Statutory Trust V
Receive Rate	2.77%
Pay Rate	4.54%
Community National Statutory Trust II
Receive Rate	2.48%
Pay Rate	5.17%
Community National Statutory Trust III
Receive Rate	2.06%
Pay Rate	4.75%
Guaranty Bankshares Statutory Trust I
Receive Rate	2.06%
Pay Rate	4.75%
Other Assets \| Derivative Instrument One Maturing 2023 [Member]
Notional Amount	$ 25,000
Fair Value - Asset	13	$ 112
Other Assets \| Derivative Instrument Two Maturing 2023 [Member]
Notional Amount	50,000
Fair Value - Asset	26	218
Other Assets \| Derivative Instrument Three Maturing 2023 [Member]
Notional Amount	25,000
Fair Value - Asset	12	96
Other Assets \| Derivative Instrument Four Maturing 2023 [Member]
Notional Amount	25,000
Fair Value - Asset	13	109
Other Assets \| Derivative Instrument One Maturing 2024 [Member]
Notional Amount	25,000
Fair Value - Asset	26	214
Other Assets \| Derivative Instrument Two Maturing 2024 [Member]
Notional Amount	50,000
Fair Value - Asset	52	401
Other Assets \| Derivative Instrument Three Maturing 2024 [Member]
Notional Amount	25,000
Fair Value - Asset	26	202
Other Assets \| Derivative Instrument Four Maturing 2024 [Member]
Notional Amount	25,000
Fair Value - Asset	26	201
Other Assets \| Derivative Instrument One Maturing 2025 [Member]
Notional Amount	25,000
Fair Value - Asset	48	337
Other Assets \| Derivative Instrument Two Maturing 2025 [Member]
Notional Amount	50,000
Fair Value - Asset	97	617
Other Assets \| Derivative Instrument Three Maturing 2025 [Member]
Notional Amount	25,000
Fair Value - Asset	50	332
Other Assets \| Derivative Instrument Four Maturing 2025 [Member]
Notional Amount	25,000
Fair Value - Asset	48	309
Other Assets \| Interest rate swap
Notional Amount	375,000
Fair Value - Asset	437	3,148
Derivative Liabilities \| Interest rate swap
Notional Amount	79,000
Fair Value - Liability	(8,862)	(3,758)
Derivative Liabilities \| CRBT - FHLB Advances or Brokered CDs [Member]
Notional Amount	30,000
Fair Value - Liability	(730)
Derivative Liabilities \| SFCB - FHLB Advances or Brokered CDs [Member]
Notional Amount	10,000
Fair Value - Liability	(200)
Derivative Liabilities \| QCR Holdings Statutory Trust II
Notional Amount	10,000
Fair Value - Liability	(2,051)	(971)
Derivative Liabilities \| QCR Holdings Statutory Trust III
Notional Amount	8,000
Fair Value - Liability	(1,641)	(777)
Derivative Liabilities \| QCR Holdings Statutory Trust V
Notional Amount	10,000
Fair Value - Liability	(1,993)	(944)
Derivative Liabilities \| Community National Statutory Trust II
Notional Amount	3,000
Fair Value - Liability	(613)	(291)
Derivative Liabilities \| Community National Statutory Trust III
Notional Amount	3,500
Fair Value - Liability	(715)	(339)
Derivative Liabilities \| Guaranty Bankshares Statutory Trust I
Notional Amount	4,500
Fair Value - Liability	$ (919)	$ (436)

Represents the pay rate of the derivative instrument.

No definition available.

Name:	qcrh_DerivativesPayRate
Namespace Prefix:	qcrh_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

Represents the receive rate of the derivative instrument.

+ References

No definition available.

+ Details

Name:	qcrh_DerivativesReceiveRate
Namespace Prefix:	qcrh_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

The percentage points added to the reference rate to compute the variable rate on the interest rate derivative.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeBasisSpreadOnVariableRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Nominal or face amount used to calculate payment on derivative.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5580258-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5579245-113959

+ Details

Name:	us-gaap_DerivativeNotionalAmount
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant

- Definition

Fair value as of the balance sheet date of all interest rate derivative assets designated as cash flow hedging instruments.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4B
-Subparagraph (c)(1)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624163-113959

+ Details

Name:	us-gaap_InterestRateCashFlowHedgeAssetAtFairValue
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging instruments.

+ References

+ Details

Name:	us-gaap_InterestRateCashFlowHedgeLiabilityAtFairValue
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant