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Derivative Instruments - Additional Information (Detail) (USD $) | 12 Months Ended | 3 Months Ended | 1 Months Ended
--- | --- | --- | ---
Mar. 31, 2015 | Mar. 31, 2014 | Mar. 31, 2013 | Mar. 31, 2015 | Oct. 31, 2013 | Dec. 31, 2013
Derivative [Line Items] |  |  |  |  |  |
Notional amount of interest rate swap contracts | $ 128,600,000 invest_DerivativeNotionalAmount | $ 258,700,000 invest_DerivativeNotionalAmount |  | $ 128,600,000 invest_DerivativeNotionalAmount |  |
Derivative weighted average fixed interest rate | 2.00%us-gaap_DerivativeAverageFixedInterestRate |  |  | 2.00%us-gaap_DerivativeAverageFixedInterestRate |  |
Weighted average remaining life of contracts | 3 years 7 months 6 days |  |  |  |  |
Interest rate swap contracts included in Accounts Payable | 3,100,000 jhx_InterestRateSwapFairValueDisclosure | 500,000 jhx_InterestRateSwapFairValueDisclosure |  | 3,100,000 jhx_InterestRateSwapFairValueDisclosure |  |
Unrealized (loss) gain on interest rate swap contracts | (2,600,000)us-gaap_UnrealizedGainLossOnDerivatives | 800,000 us-gaap_UnrealizedGainLossOnDerivatives | 1,800,000 us-gaap_UnrealizedGainLossOnDerivatives |  |  |
Realized loss on settlements of interest rate swap contracts | 1,300,000 us-gaap_GainLossOnSaleOfDerivatives | 600,000 us-gaap_GainLossOnSaleOfDerivatives | 2,100,000 us-gaap_GainLossOnSaleOfDerivatives |  |  |
Derivatives Not Accounted for As Hedges [Member] | Cash Flow Hedging [Member] |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Unrealized gain (loss) associated with the forward contracts not designated as a cash flow hedging arrangement | (2,300,000)jhx_AccumulatedOtherComprehensiveIncomeUnrealizedLossGainOnFairValueOfDerivativeInstrumentsNotDesignatedAsHedgesNetOfTaxEffect / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember | 1,800,000 jhx_AccumulatedOtherComprehensiveIncomeUnrealizedLossGainOnFairValueOfDerivativeInstrumentsNotDesignatedAsHedgesNetOfTaxEffect / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember |  | (2,300,000)jhx_AccumulatedOtherComprehensiveIncomeUnrealizedLossGainOnFairValueOfDerivativeInstrumentsNotDesignatedAsHedgesNetOfTaxEffect / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember |  |
Interest Rate Swap Contracts [Member] |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Notional amount of interest rate swap contracts | 125,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |  | 125,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |
Number of additional interest rate swap contracts entered during the year | 4 jhx_NumberOfInterestRateSwapWithAggregateNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |  | 4 jhx_NumberOfInterestRateSwapWithAggregateNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |
Interest Rate Swap Contracts [Member] | Contact One [Member] |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Notional amount of interest rate swap contracts | 25,000,000 invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = jhx_ContactOneMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |  | 25,000,000 invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = jhx_ContactOneMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |
Derivative contracts maturity date |  |  |  | Apr. 01, 2015 |  |
Interest Rate Swap Contracts [Member] | Contract Two [Member] |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Notional amount of interest rate swap contracts |  |  |  |  | 50,000,000 invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = jhx_ContractTwoMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
Derivative term of contract |  |  |  |  | 5 years |
Derivative fixed interest rate |  |  |  |  | 2.00%us-gaap_DerivativeFixedInterestRate / us-gaap_BalanceSheetLocationAxis = jhx_ContractTwoMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
Interest Rate Swap Contracts [Member] | Contract Three [Member] |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Notional amount of interest rate swap contracts |  |  |  |  |  | 25,000,000 invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = jhx_ContractThreeMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember
Derivative term of contract |  |  |  |  |  | 6 years
Derivative fixed interest rate |  |  |  |  |  | 2.30%us-gaap_DerivativeFixedInterestRate / us-gaap_BalanceSheetLocationAxis = jhx_ContractThreeMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember
Interest Rate Swap Contracts [Member] | Contract Four [Member] |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Notional amount of interest rate swap contracts |  |  |  |  |  | 25,000,000 invest_DerivativeNotionalAmount / us-gaap_BalanceSheetLocationAxis = jhx_ContractFourMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember
Derivative term of contract |  |  |  |  |  | 4 years
Derivative fixed interest rate |  |  |  |  |  | 1.50%us-gaap_DerivativeFixedInterestRate / us-gaap_BalanceSheetLocationAxis = jhx_ContractFourMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember
Interest Rate Swap Contracts [Member] | Derivatives Not Accounted for As Hedges [Member] |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Notional amount of interest rate swap contracts | 125,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember | 125,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember |  | 125,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember |  |
Foreign Currency Forward Contracts [Member] | Derivatives Not Accounted for As Hedges [Member] |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Notional amount of interest rate swap contracts | 3,600,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember | 124,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember |  | 3,600,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember |  |
Unrealized gain classified in other comprehensive income | $ 300,000 us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_ForeignExchangeForwardMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember |  |  |  |  |

X
- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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Balance Type: | na
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X
- Definition Accumulated other comprehensive income unrealized loss gain on fair value of derivative instruments not designated as hedges net of tax effect. + References No definition available. + Details
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X
- Definition Interest rate swap fair value disclosure. + References No definition available. + Details
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Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Number Of Interest Rate Swap With Aggregate Notional Amount + References No definition available. + Details
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Data Type: | xbrli:positiveIntegerItemType
Balance Type: | na
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X
- Definition Average fixed interest rate related to the group of interest rate derivatives. + References No definition available. + Details
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X
- Definition Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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- Definition Fixed interest rate related to the interest rate derivative. + References No definition available. + Details
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X
- Details
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Period Type: | duration

X
- Definition Date the derivative contract matures, in CCYY-MM-DD format. + References No definition available. + Details
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Period Type: | duration

X
- Definition Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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X
- Definition The difference between the book value and the sale price of options, swaps, futures, forward contracts, and other derivative instruments. This element refers to the gain (loss) included in earnings. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3602-108585 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 225 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-04.13(h)) -URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882 + Details
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X
- Definition Amount after tax of increase (decrease) in accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's increase (decrease) in deferred hedging gain (loss). + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 11 -URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e637-108580 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 10A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669646-108580 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6441202&loc=d3e80720-113993 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624171-113959 + Details
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- Definition The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3602-108585 + Details
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- Details
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- Details
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- Details
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