<SUBMISSION>
<ACCESSION-NUMBER>0000950117-03-003092
<TYPE>4
<PUBLIC-DOCUMENT-COUNT>1
<PERIOD>20030722
<FILING-DATE>20030722
<ISSUER>
<COMPANY-DATA>
<CONFORMED-NAME>BHA GROUP INC
<CIK>0000801128
<ASSIGNED-SIC>3564
<IRS-NUMBER>431416730
<STATE-OF-INCORPORATION>DE
<FISCAL-YEAR-END>0930
</COMPANY-DATA>
<BUSINESS-ADDRESS>
<STREET1>8800 E 63RD ST
<CITY>KANSAS CITY
<STATE>MO
<ZIP>64133
<PHONE>8163568400
</BUSINESS-ADDRESS>
<MAIL-ADDRESS>
<STREET1>8800 E 63RD STREET
<CITY>KANSAS CITY
<STATE>MO
<ZIP>64133
</MAIL-ADDRESS>
</ISSUER>
<REPORTING-OWNER>
<OWNER-DATA>
<CONFORMED-NAME>MCDONNELL THOMAS A
<CIK>0001034466
</OWNER-DATA>
<FILING-VALUES>
<FORM-TYPE>4
<ACT>34
<FILE-NUMBER>000-15045
<FILM-NUMBER>03796240
</FILING-VALUES>
<BUSINESS-ADDRESS>
<STREET1>C/O DST SYSTEMS
<STREET2>333 WEST 11TH ST 5TH FL
<CITY>KANSAS CITY
<STATE>MO
<ZIP>64105
<PHONE>8164354636
</BUSINESS-ADDRESS>
<MAIL-ADDRESS>
<STREET1>C/O DST SYSTEMS
<STREET2>333 WEST 11TH ST 5TH FL
<CITY>KANSAS CITY
<STATE>MO
<ZIP>64105
</MAIL-ADDRESS>
</REPORTING-OWNER>
<DOCUMENT>
<TYPE>4
<SEQUENCE>1
<FILENAME>a35811.xml
<DESCRIPTION>FORM 4 -- THOMAS A. MCDONNEL
<TEXT>
<XML>
<?xml version="1.0"?>
<ownershipDocument>
    <schemaVersion>X0101</schemaVersion>

    <documentType>4</documentType>
<periodOfReport>2003-07-22</periodOfReport>
<notSubjectToSection16>0</notSubjectToSection16>
    <issuer>
        <issuerCik>0000801128</issuerCik>
        <issuerName>BHA GROUP INC</issuerName>
        <issuerTradingSymbol>wec6#bry</issuerTradingSymbol>
</issuer>
<reportingOwner>
<reportingOwnerId>
            <rptOwnerCik>0001034466</rptOwnerCik>
            <rptOwnerName>MCDONNELL THOMAS A</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>  </rptOwnerStreet1>
            <rptOwnerStreet2>  </rptOwnerStreet2>
            <rptOwnerCity>  </rptOwnerCity>
            <rptOwnerState>  </rptOwnerState>
            <rptOwnerZipCode>  </rptOwnerZipCode>
        </reportingOwnerAddress>
            <reportingOwnerRelationship>
<isDirector>1</isDirector>
<isOfficer>0</isOfficer>
<isTenPercentOwner>0</isTenPercentOwner>
<isOther>0</isOther>
</reportingOwnerRelationship>
</reportingOwner>
<nonDerivativeSecurity>
<securityTitle>
<value>Common Stock</value>
</securityTitle>
<transactionDate>
<value>2003-07-22</value>
</transactionDate>
<transactionCoding>
<transactionFormType>4</transactionFormType>
<transactionCode>A</transactionCode>
<equitySwapInvolved>0</equitySwapInvolved></transactionCoding>
<transactionAmounts>
<transactionShares>
<value>7486</value>
</transactionShares>
<transactionValue>
<value>9.02</value>
</transactionValue>
<transactionAcquiredDisposedCode>
<value>A</value>
</transactionAcquiredDisposedCode>
</transactionAmounts>
<postTransactionAmounts>
<sharesOwnedFollowingTransaction>
<value>77749</value>
</sharesOwnedFollowingTransaction>
</postTransactionAmounts>
<ownershipNature>
<directOrIndirectOwnership>
<value>D</value>
</directOrIndirectOwnership>
</ownershipNature>
</nonDerivativeSecurity>
<derivativeSecurity>
<securityTitle>
<value>Common Stock</value>
</securityTitle>
<conversionOrExercisePrice>
<value>9.02</value>
</conversionOrExercisePrice>
<transactionDate>
<value>2003-07-22</value>
</transactionDate>
<transactionCoding>
<transactionFormType>4</transactionFormType>
<transactionCode>D</transactionCode>
<equitySwapInvolved>0</equitySwapInvolved>
</transactionCoding>
<transactionAmounts>
<transactionShares>
<value>7486</value>
</transactionShares>
<transactionValue>
<value>9.02</value>
</transactionValue>
<transactionAcquiredDisposedCode>
<value>D</value>
</transactionAcquiredDisposedCode>
</transactionAmounts>
<exerciseDate>
<value>1997-12-30</value>
</exerciseDate>
<expirationDate>
<value>2003-12-30</value>
</expirationDate>
<underlyingSecurity>
<underlyingSecurityTitle>
<value>Common Stock</value>
</underlyingSecurityTitle>
<underlyingSecurityShares>
<value>7486</value>
</underlyingSecurityShares>
</underlyingSecurity>
<postTransactionAmounts>
<sharesOwnedFollowingTransaction>
<value>0</value>
</sharesOwnedFollowingTransaction>
</postTransactionAmounts>
<ownershipNature>
<directOrIndirectOwnership>
<value>D</value>
</directOrIndirectOwnership>
</ownershipNature>
</derivativeSecurity>
<ownerSignature>
<signatureName>Thomas A. McDonnell</signatureName>
<signatureDate>2003-07-22</signatureDate>
</ownerSignature>
</ownershipDocument>

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