-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
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MIC-Info: RSA-MD5,RSA,
 AaemXaevmE+sPPmW4ppC/F1J845Z5XUXIRB9JeGYCETbPMZxkzdNqnzhVWdgpjBX
 XDVaOk+dqcuE9m85gqbjNw==

<SEC-DOCUMENT>0001209191-07-017238.txt : 20070312
<SEC-HEADER>0001209191-07-017238.hdr.sgml : 20070312
<ACCEPTANCE-DATETIME>20070312192936
ACCESSION NUMBER:		0001209191-07-017238
CONFORMED SUBMISSION TYPE:	4
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20070308
FILED AS OF DATE:		20070312
DATE AS OF CHANGE:		20070312

ISSUER:		

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			FIRST MERCURY FINANCIAL CORP
		CENTRAL INDEX KEY:			0000929186
		STANDARD INDUSTRIAL CLASSIFICATION:	FIRE, MARINE & CASUALTY INSURANCE [6331]
		IRS NUMBER:				383164336
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	BUSINESS ADDRESS:	
		STREET 1:		29621 NORTHWESTERN HWY
		STREET 2:		PO BOX 5096
		CITY:			SOUTHFIELD
		STATE:			MI
		ZIP:			48034
		BUSINESS PHONE:		8103584010

	MAIL ADDRESS:	
		STREET 1:		29621 NORTHWESTERN HGWY
		STREET 2:		PO BOX 5096
		CITY:			SOUTHFIELD
		STATE:			MI
		ZIP:			48086

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			Wawok Jeffrey R
		CENTRAL INDEX KEY:			0001378131

	FILING VALUES:
		FORM TYPE:		4
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	001-33077
		FILM NUMBER:		07689027

	BUSINESS ADDRESS:	
		BUSINESS PHONE:		800-762-6837

	MAIL ADDRESS:	
		STREET 1:		29621 NORTHWESTERN HIGHWAY
		CITY:			SOUTHFIELD
		STATE:			MI
		ZIP:			48034
</SEC-HEADER>
<DOCUMENT>
<TYPE>4
<SEQUENCE>1
<FILENAME>doc4.xml
<DESCRIPTION>FORM 4 SUBMISSION
<TEXT>
<XML>
<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2007-03-08</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0000929186</issuerCik>
        <issuerName>FIRST MERCURY FINANCIAL CORP</issuerName>
        <issuerTradingSymbol>FMR</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001378131</rptOwnerCik>
            <rptOwnerName>Wawok Jeffrey R</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>29621 NORTHWESTERN HWY</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>SOUTHFIELD</rptOwnerCity>
            <rptOwnerState>MI</rptOwnerState>
            <rptOwnerZipCode>48034</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Executive Vice President</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>15000</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <derivativeTable>
        <derivativeTransaction>
            <securityTitle>
                <value>Stock Option (right to buy)</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>20.75</value>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2007-03-08</value>
            </transactionDate>
            <deemedExecutionDate></deemedExecutionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>40000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0.00</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <footnoteId id="F1"/>
            </exerciseDate>
            <expirationDate>
                <value>2017-03-08</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>40000</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>40000</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeTransaction>
    </derivativeTable>

    <footnotes>
        <footnote id="F1">The options vest in three equal installments on the first anniversary of the grant date.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>/s/ John A. Marazza, as Attorney-In-Fact</signatureName>
        <signatureDate>2007-03-12</signatureDate>
    </ownerSignature>
</ownershipDocument>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
-----END PRIVACY-ENHANCED MESSAGE-----