<SUBMISSION>
<ACCESSION-NUMBER>0000950117-03-005114
<TYPE>4
<PUBLIC-DOCUMENT-COUNT>1
<PERIOD>20031204
<FILING-DATE>20031204
<REPORTING-OWNER>
<OWNER-DATA>
<CONFORMED-NAME>SHAY JAMES C
<CIK>0001225264
</OWNER-DATA>
<FILING-VALUES>
<FORM-TYPE>4
<ACT>34
<FILE-NUMBER>000-15045
<FILM-NUMBER>031036862
</FILING-VALUES>
<MAIL-ADDRESS>
<STREET1>8800 EAST 63RD STREET
<CITY>KANSAS CITY
<STATE>MO
<ZIP>64133
</MAIL-ADDRESS>
</REPORTING-OWNER>
<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>
<DOCUMENT>
<TYPE>4
<SEQUENCE>1
<FILENAME>rsr_10390.xml
<DESCRIPTION>FORM 4
<TEXT>
<XML>
<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0201</schemaVersion>

    <documentType>4</documentType>
    <periodOfReport>2003-12-04</periodOfReport>
    <notSubjectToSection16>0</notSubjectToSection16>
    <issuer>
        <issuerCik>0000801128</issuerCik>
        <issuerName>BHA GROUP INC</issuerName>
        <issuerTradingSymbol>BHAG</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001225264</rptOwnerCik>
            <rptOwnerName>SHAY JAMES C</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>1245 WEST 63RD TERRACE</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>KANSAS CITY</rptOwnerCity>
            <rptOwnerState>MO</rptOwnerState>
            <rptOwnerZipCode>64113</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
            <reportingOwnerRelationship>
        <isDirector>0</isDirector>
        <isOfficer>1</isOfficer>
        <isTenPercentOwner>0</isTenPercentOwner>
        <isOther>0</isOther>
        <officerTitle>Chief Financial Officer</officerTitle>
    </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
    <nonDerivativeTransaction>
        <securityTitle>
            <value>Common Stock</value>
        </securityTitle>
        <transactionDate>
            <value>2003-12-03</value>
        </transactionDate>
    <transactionCoding>
        <transactionFormType>4</transactionFormType>
        <transactionCode>G</transactionCode>
        <equitySwapInvolved>0</equitySwapInvolved>
    </transactionCoding>
        <transactionAmounts>
            <transactionShares>
                <value>250</value>
            </transactionShares>
            <transactionPricePerShare>
                <value>24.60</value>
            </transactionPricePerShare>
            <transactionAcquiredDisposedCode>
                <value>D</value>
            </transactionAcquiredDisposedCode>
        </transactionAmounts>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>12999</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </nonDerivativeTransaction>

    <nonDerivativeTransaction>
        <securityTitle>
            <value>Common Stock</value>
        </securityTitle>
        <transactionDate>
            <value>2003-12-03</value>
        </transactionDate>
    <transactionCoding>
        <transactionFormType>4</transactionFormType>
        <transactionCode>G</transactionCode>
        <equitySwapInvolved>0</equitySwapInvolved>
    </transactionCoding>
        <transactionAmounts>
            <transactionShares>
                <value>250</value>
            </transactionShares>
            <transactionPricePerShare>
                <value>24.30</value>
            </transactionPricePerShare>
            <transactionAcquiredDisposedCode>
                <value>D</value>
            </transactionAcquiredDisposedCode>
        </transactionAmounts>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>12749</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </nonDerivativeTransaction>

    <nonDerivativeHolding>
        <securityTitle>
            <value>Common Stock</value>
        </securityTitle>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>4123</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>I</value>
            </directOrIndirectOwnership>
            <natureOfOwnership>
                <value>Managed Account</value>
            </natureOfOwnership>
        </ownershipNature>
    </nonDerivativeHolding>

    </nonDerivativeTable>
    <derivativeTable>
    <derivativeHolding>
        <securityTitle>
            <value>Non Qualifited Stock Option</value>
        </securityTitle>
        <conversionOrExercisePrice>
            <value>9.58</value>
        </conversionOrExercisePrice>
        <exerciseDate>
            <value>1999-02-21</value>
        </exerciseDate>
        <expirationDate>
            <value>2005-02-21</value>
        </expirationDate>
        <underlyingSecurity>
            <underlyingSecurityTitle>
                <value>Common Stock</value>
            </underlyingSecurityTitle>
            <underlyingSecurityShares>
                <value>6932</value>
            </underlyingSecurityShares>
        </underlyingSecurity>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>6932</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </derivativeHolding>

    <derivativeHolding>
        <securityTitle>
            <value>Non Qualified Stock Option</value>
        </securityTitle>
        <conversionOrExercisePrice>
            <value>9.63</value>
        </conversionOrExercisePrice>
        <exerciseDate>
            <value>2003-11-09</value>
        </exerciseDate>
        <expirationDate>
            <value>2009-11-09</value>
        </expirationDate>
        <underlyingSecurity>
            <underlyingSecurityTitle>
                <value>Common Stock</value>
            </underlyingSecurityTitle>
            <underlyingSecurityShares>
                <value>27000</value>
            </underlyingSecurityShares>
        </underlyingSecurity>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>27000</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </derivativeHolding>

    <derivativeHolding>
        <securityTitle>
            <value>Non Qualified Stock Option</value>
        </securityTitle>
        <conversionOrExercisePrice>
            <value>16</value>
        </conversionOrExercisePrice>
        <exerciseDate>
            <value>2002-06-17</value>
        </exerciseDate>
        <expirationDate>
            <value>2008-06-17</value>
        </expirationDate>
        <underlyingSecurity>
            <underlyingSecurityTitle>
                <value>Common Stock</value>
            </underlyingSecurityTitle>
            <underlyingSecurityShares>
                <value>42300</value>
            </underlyingSecurityShares>
        </underlyingSecurity>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>42300</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </derivativeHolding>

    <derivativeHolding>
        <securityTitle>
            <value>Non Qualified Stock Option</value>
        </securityTitle>
        <conversionOrExercisePrice>
            <value>16.61</value>
        </conversionOrExercisePrice>
        <exerciseDate>
            <value>2006-09-17</value>
        </exerciseDate>
        <expirationDate>
            <value>2012-09-17</value>
        </expirationDate>
        <underlyingSecurity>
            <underlyingSecurityTitle>
                <value>Common Stock</value>
            </underlyingSecurityTitle>
            <underlyingSecurityShares>
                <value>27000</value>
            </underlyingSecurityShares>
        </underlyingSecurity>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>27000</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </derivativeHolding>

    <derivativeHolding>
        <securityTitle>
            <value>Non Qualified Stock Option</value>
        </securityTitle>
        <conversionOrExercisePrice>
            <value>16.82</value>
        </conversionOrExercisePrice>
        <exerciseDate>
            <value>2002-05-15</value>
        </exerciseDate>
        <expirationDate>
            <value>2008-05-15</value>
        </expirationDate>
        <underlyingSecurity>
            <underlyingSecurityTitle>
                <value>Common Stock</value>
            </underlyingSecurityTitle>
            <underlyingSecurityShares>
                <value>5500</value>
            </underlyingSecurityShares>
        </underlyingSecurity>
        <postTransactionAmounts>
            <sharesOwnedFollowingTransaction>
                <value>5500</value>
            </sharesOwnedFollowingTransaction>
        </postTransactionAmounts>
        <ownershipNature>
            <directOrIndirectOwnership>
                <value>D</value>
            </directOrIndirectOwnership>
        </ownershipNature>
    </derivativeHolding>

    </derivativeTable>

    <ownerSignature>
        <signatureName>James C. Shay</signatureName>
        <signatureDate>2003-12-04</signatureDate>
    </ownerSignature>

</ownershipDocument>

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