<SUBMISSION>
<ACCESSION-NUMBER>0001255561-06-000007
<TYPE>4
<PUBLIC-DOCUMENT-COUNT>1
<PERIOD>20060508
<FILING-DATE>20060509
<DATE-OF-FILING-DATE-CHANGE>20060509
<ISSUER>
<COMPANY-DATA>
<CONFORMED-NAME>AAON INC
<CIK>0000824142
<ASSIGNED-SIC>3585
<IRS-NUMBER>870448736
<STATE-OF-INCORPORATION>NV
<FISCAL-YEAR-END>1231
</COMPANY-DATA>
<BUSINESS-ADDRESS>
<STREET1>2425 SOUTH YUKON
<CITY>TULSA
<STATE>OK
<ZIP>74107
<PHONE>9185832266
</BUSINESS-ADDRESS>
<MAIL-ADDRESS>
<STREET1>2425 SOUTH YUKON
<CITY>TULSA
<STATE>OK
<ZIP>74107
</MAIL-ADDRESS>
<FORMER-COMPANY>
<FORMER-CONFORMED-NAME>DIAMOND HEAD RESOURCES INC
<DATE-CHANGED>19900808
</FORMER-COMPANY>
</ISSUER>
<REPORTING-OWNER>
<OWNER-DATA>
<CONFORMED-NAME>SHEFFIELD KATHY I
<CIK>0001211652
</OWNER-DATA>
<FILING-VALUES>
<FORM-TYPE>4
<ACT>34
<FILE-NUMBER>000-18953
<FILM-NUMBER>06821034
</FILING-VALUES>
<MAIL-ADDRESS>
<STREET1>302 EAST THIRD STREET
<CITY>OWASSO
<STATE>OK
<ZIP>74055-2828
</MAIL-ADDRESS>
</REPORTING-OWNER>
<DOCUMENT>
<TYPE>4
<SEQUENCE>1
<FILENAME>primary_doc.xml
<DESCRIPTION>PRIMARY DOCUMENT
<TEXT>
<XML>
<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0202</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2006-05-08</periodOfReport>

    <notSubjectToSection16>0</notSubjectToSection16>

    <issuer>
        <issuerCik>0000824142</issuerCik>
        <issuerName>AAON INC</issuerName>
        <issuerTradingSymbol>AAON</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001211652</rptOwnerCik>
            <rptOwnerName>SHEFFIELD KATHY I</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>302 EAST THIRD STREET</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>OWASSO</rptOwnerCity>
            <rptOwnerState>OK</rptOwnerState>
            <rptOwnerZipCode>74055-2828</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>0</isDirector>
            <isOfficer>1</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle>Vice President and Treasurer</officerTitle>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock, par value $.004</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>4241</value>
                    <footnoteId id="F1"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>401(k) Plan</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <derivativeTable>
        <derivativeHolding>
            <securityTitle>
                <value>Stock Option</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>5.78</value>
            </conversionOrExercisePrice>
            <exerciseDate>
                <value>2000-10-13</value>
            </exerciseDate>
            <expirationDate>
                <value>2009-10-13</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>22500</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>1</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Stock Option</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>8.59</value>
            </conversionOrExercisePrice>
            <exerciseDate>
                <value>2002-03-01</value>
            </exerciseDate>
            <expirationDate>
                <value>2011-03-01</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>11250</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>1</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Stock Option</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>14.52</value>
            </conversionOrExercisePrice>
            <exerciseDate>
                <value>2004-02-21</value>
            </exerciseDate>
            <expirationDate>
                <value>2013-02-21</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>10000</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>1</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeHolding>
            <securityTitle>
                <value>Stock Option</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>16.23</value>
            </conversionOrExercisePrice>
            <exerciseDate>
                <value>2006-04-06</value>
            </exerciseDate>
            <expirationDate>
                <value>2015-04-06</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>5000</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>1</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeHolding>
        <derivativeTransaction>
            <securityTitle>
                <value>Stock Option</value>
            </securityTitle>
            <conversionOrExercisePrice>
                <value>27.65</value>
            </conversionOrExercisePrice>
            <transactionDate>
                <value>2006-05-08</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionTimeliness>
                <value></value>
            </transactionTimeliness>
            <transactionAmounts>
                <transactionShares>
                    <value>1</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>0</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <exerciseDate>
                <value>2007-05-08</value>
            </exerciseDate>
            <expirationDate>
                <value>2016-05-08</value>
            </expirationDate>
            <underlyingSecurity>
                <underlyingSecurityTitle>
                    <value>Common Stock</value>
                </underlyingSecurityTitle>
                <underlyingSecurityShares>
                    <value>10000</value>
                </underlyingSecurityShares>
            </underlyingSecurity>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>1</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </derivativeTransaction>
    </derivativeTable>

    <footnotes>
        <footnote id="F1">Shares allocated to company's 401(k) plan since last reported.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>Kathy I. Sheffield</signatureName>
        <signatureDate>2006-05-09</signatureDate>
    </ownerSignature>
</ownershipDocument>
</XML>
</TEXT>
</DOCUMENT>
</SUBMISSION>
