<SUBMISSION>
<ACCESSION-NUMBER>0000350894-04-000213
<TYPE>4
<PUBLIC-DOCUMENT-COUNT>1
<PERIOD>20041227
<FILING-DATE>20041228
<DATE-OF-FILING-DATE-CHANGE>20041228
<REPORTING-OWNER>
<OWNER-DATA>
<CONFORMED-NAME>ROMEO CARMEN
<CIK>0001191727
</OWNER-DATA>
<FILING-VALUES>
<FORM-TYPE>4
<ACT>34
<FILE-NUMBER>000-10200
<FILM-NUMBER>041228855
</FILING-VALUES>
<BUSINESS-ADDRESS>
<STREET1>SEI INVESTMENT INC
<STREET2>ONE FREEDOM VALLEY
<CITY>OAKS
<STATE>PA
<ZIP>19456
</BUSINESS-ADDRESS>
</REPORTING-OWNER>
<ISSUER>
<COMPANY-DATA>
<CONFORMED-NAME>SEI INVESTMENTS CO
<CIK>0000350894
<ASSIGNED-SIC>6211
<IRS-NUMBER>231707341
<STATE-OF-INCORPORATION>PA
<FISCAL-YEAR-END>1231
</COMPANY-DATA>
<BUSINESS-ADDRESS>
<STREET1>1 FREEDOM VALLEY DRIVE
<CITY>OAKS
<STATE>PA
<ZIP>19456-1100
<PHONE>6106761000
</BUSINESS-ADDRESS>
<MAIL-ADDRESS>
<STREET1>1 FREEDOM VALLEY DRIVE
<CITY>OAKS
<STATE>PA
<ZIP>19456-1100
</MAIL-ADDRESS>
<FORMER-COMPANY>
<FORMER-CONFORMED-NAME>SEI INVESTMENT CO
<DATE-CHANGED>20040806
</FORMER-COMPANY>
<FORMER-COMPANY>
<FORMER-CONFORMED-NAME>SEI CORP
<DATE-CHANGED>19920703
</FORMER-COMPANY>
</ISSUER>
<DOCUMENT>
<TYPE>4
<SEQUENCE>1
<FILENAME>edgar.xml
<DESCRIPTION>PRIMARY DOCUMENT
<TEXT>
<XML>
<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2004-12-27</periodOfReport>

    <issuer>
        <issuerCik>0000350894</issuerCik>
        <issuerName>SEI INVESTMENTS CO</issuerName>
        <issuerTradingSymbol>SEIC</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001191727</rptOwnerCik>
            <rptOwnerName>ROMEO CARMEN</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>ONE FREEDOM VALLEY DRIVE</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>OAKS</rptOwnerCity>
            <rptOwnerState>PA</rptOwnerState>
            <rptOwnerZipCode>19456</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Executive Vice President</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <transactionDate>
                <value>2004-12-27</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>5</transactionFormType>
                <transactionCode>G</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>7000</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                    <footnoteId id="F1"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>1763180</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value></value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>39600</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>Custodial FBO the reporting person's children</value>
                    <footnoteId id="F2"/>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>35000</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>By Wife</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Not applicable - Gift Transfer</footnote>
        <footnote id="F2">The reporting person disclaims ownership of all securities held in custodianship for the benefit of his minor children and the report should not be deemed as an admission that the reporting person is the beneficial owner of such securities for Section 16 or for any other purpose.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Jill B. Geisenheimer (Attorney-in-fact)</signatureName>
        <signatureDate>2004-12-28</signatureDate>
    </ownerSignature>
</ownershipDocument>

</XML>
</TEXT>
</DOCUMENT>
</SUBMISSION>
