<SUBMISSION>
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<TYPE>4
<PUBLIC-DOCUMENT-COUNT>1
<PERIOD>20081117
<FILING-DATE>20081118
<DATE-OF-FILING-DATE-CHANGE>20081118
<REPORTING-OWNER>
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<BUSINESS-ADDRESS>
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<CITY>OAKS
<STATE>PA
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<ISSUER>
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<CONFORMED-NAME>SEI INVESTMENTS CO
<CIK>0000350894
<ASSIGNED-SIC>6211
<IRS-NUMBER>231707341
<STATE-OF-INCORPORATION>PA
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<FORMER-COMPANY>
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                    <value>15.59</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>D</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>845111</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value></value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes></footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>Ruth Montgomery (attorney in fact0</signatureName>
        <signatureDate>2008-11-18</signatureDate>
    </ownerSignature>
</ownershipDocument>
</XML>
</TEXT>
</DOCUMENT>
</SUBMISSION>
