<?xml version="1.0" encoding="UTF-8"?>

<!--XBRL Document Created with Wdesk from Workiva-->
<!--Copyright 2021 Workiva-->
<!--r:a9f2be21-80b0-4b96-b677-79b06b720738,g:19976458-d5db-4365-aaf2-1c0d5d38d802-->
<link:linkbase xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.xbrl.org/2003/linkbase http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd">
  <link:roleRef roleURI="http://westwoodgroup.com/role/Cover" xlink:type="simple" xlink:href="whg-20210512.xsd#Cover"/>
  <link:presentationLink xlink:role="http://westwoodgroup.com/role/Cover" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_CoverAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentType_9f3b289e-218e-4734-b2d9-5f6b7e3d2202" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_DocumentType"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_DocumentType_9f3b289e-218e-4734-b2d9-5f6b7e3d2202" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentPeriodEndDate_6f7b91b6-08b5-4537-8340-e1fc64495c34" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_DocumentPeriodEndDate"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_DocumentPeriodEndDate_6f7b91b6-08b5-4537-8340-e1fc64495c34" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityRegistrantName_503b07d0-f283-4af5-8da0-660a815f6ede" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityRegistrantName"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_EntityRegistrantName_503b07d0-f283-4af5-8da0-660a815f6ede" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityTaxIdentificationNumber_365de3b5-114d-4be3-9374-73e76dbb7da7" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityTaxIdentificationNumber"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_EntityTaxIdentificationNumber_365de3b5-114d-4be3-9374-73e76dbb7da7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityIncorporationStateCountryCode_08a3928d-54a9-465a-ad54-0319d71edcf8" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityIncorporationStateCountryCode"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_EntityIncorporationStateCountryCode_08a3928d-54a9-465a-ad54-0319d71edcf8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityFileNumber_d983c180-95aa-4de8-bf67-b9c37a1637c5" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityFileNumber"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_EntityFileNumber_d983c180-95aa-4de8-bf67-b9c37a1637c5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressLine1_6067cf71-acc2-4f6b-afba-52f6613443cf" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityAddressAddressLine1"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_EntityAddressAddressLine1_6067cf71-acc2-4f6b-afba-52f6613443cf" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressCityOrTown_839b9b34-d1b6-4871-b999-f9e2f7eaa8a1" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityAddressCityOrTown"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_EntityAddressCityOrTown_839b9b34-d1b6-4871-b999-f9e2f7eaa8a1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressStateOrProvince_80f1d681-05e6-43c6-833f-430da8fe63fd" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityAddressStateOrProvince"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_EntityAddressStateOrProvince_80f1d681-05e6-43c6-833f-430da8fe63fd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressPostalZipCode_4dc6f058-be72-4a83-9822-883fb65cfb80" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityAddressPostalZipCode"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_EntityAddressPostalZipCode_4dc6f058-be72-4a83-9822-883fb65cfb80" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CityAreaCode_fa472d11-1d64-4515-8121-4b8725fcf0df" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_CityAreaCode"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_CityAreaCode_fa472d11-1d64-4515-8121-4b8725fcf0df" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LocalPhoneNumber_d5a89ab8-dad0-4e14-9fbe-4dc9cc8e9525" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_LocalPhoneNumber"/>
    <link:presentationArc order="12" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_LocalPhoneNumber_d5a89ab8-dad0-4e14-9fbe-4dc9cc8e9525" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_WrittenCommunications_d5f4bc71-6694-4063-9b51-9317cb4a6f8b" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_WrittenCommunications"/>
    <link:presentationArc order="13" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_WrittenCommunications_d5f4bc71-6694-4063-9b51-9317cb4a6f8b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SolicitingMaterial_055deb7a-000e-4ec5-b9f6-39f7003d3dc8" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_SolicitingMaterial"/>
    <link:presentationArc order="14" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_SolicitingMaterial_055deb7a-000e-4ec5-b9f6-39f7003d3dc8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_PreCommencementIssuerTenderOffer_1e848696-c3f6-49f7-8eea-dde6b61ac352" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_PreCommencementIssuerTenderOffer"/>
    <link:presentationArc order="15" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_PreCommencementIssuerTenderOffer_1e848696-c3f6-49f7-8eea-dde6b61ac352" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_PreCommencementTenderOffer_bead0ea6-0f13-492d-9e69-e55ca425b13d" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_PreCommencementTenderOffer"/>
    <link:presentationArc order="16" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_PreCommencementTenderOffer_bead0ea6-0f13-492d-9e69-e55ca425b13d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_Security12bTitle_a932460c-b957-46e9-9aed-f815fabef39f" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_Security12bTitle"/>
    <link:presentationArc order="17" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_Security12bTitle_a932460c-b957-46e9-9aed-f815fabef39f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_TradingSymbol_12ba3eac-8aef-41a9-9841-770f8002256c" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_TradingSymbol"/>
    <link:presentationArc order="18" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_TradingSymbol_12ba3eac-8aef-41a9-9841-770f8002256c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SecurityExchangeName_5ed81449-7bcf-404b-a3f4-6746db92d5fe" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_SecurityExchangeName"/>
    <link:presentationArc order="19" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_SecurityExchangeName_5ed81449-7bcf-404b-a3f4-6746db92d5fe" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityEmergingGrowthCompany_700c09d2-0912-402d-aeca-aefbc35c291f" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityEmergingGrowthCompany"/>
    <link:presentationArc order="20" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_EntityEmergingGrowthCompany_700c09d2-0912-402d-aeca-aefbc35c291f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AmendmentFlag_f7d658c8-561a-40b4-96a0-24e56fbb5968" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_AmendmentFlag"/>
    <link:presentationArc order="21" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_AmendmentFlag_f7d658c8-561a-40b4-96a0-24e56fbb5968" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCentralIndexKey_5c2a14ec-d567-4af1-b4d0-beda55c751cc" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityCentralIndexKey"/>
    <link:presentationArc order="22" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_74e6cc4a-eb76-403f-a19d-28e31ae5fb02" xlink:to="loc_dei_EntityCentralIndexKey_5c2a14ec-d567-4af1-b4d0-beda55c751cc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://westwoodgroup.com/role/Cover_1" xlink:type="simple" xlink:href="whg-20210512.xsd#Cover_1"/>
  <link:presentationLink xlink:role="http://westwoodgroup.com/role/Cover_1" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_dei_CoverAbstract_814dccc0-3f57-4ccc-9d7f-7e7ada7563cc" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_CoverAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentPeriodEndDate_416c14f0-a132-4892-8252-240b0dbd7ef0" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_DocumentPeriodEndDate"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_814dccc0-3f57-4ccc-9d7f-7e7ada7563cc" xlink:to="loc_dei_DocumentPeriodEndDate_416c14f0-a132-4892-8252-240b0dbd7ef0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityRegistrantName_0a9c6df1-3574-41d4-9b07-871302ed244f" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityRegistrantName"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_814dccc0-3f57-4ccc-9d7f-7e7ada7563cc" xlink:to="loc_dei_EntityRegistrantName_0a9c6df1-3574-41d4-9b07-871302ed244f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressDescription_1ace781a-4626-4ebd-a270-2dabe7c8cd45" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityAddressAddressDescription"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_814dccc0-3f57-4ccc-9d7f-7e7ada7563cc" xlink:to="loc_dei_EntityAddressAddressDescription_1ace781a-4626-4ebd-a270-2dabe7c8cd45" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressCityOrTown_275b388b-3445-449f-8066-095912c73411" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityAddressCityOrTown"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_814dccc0-3f57-4ccc-9d7f-7e7ada7563cc" xlink:to="loc_dei_EntityAddressCityOrTown_275b388b-3445-449f-8066-095912c73411" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressStateOrProvince_afd1e276-60b7-4ded-b83e-78ffe199d9d9" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityAddressStateOrProvince"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_814dccc0-3f57-4ccc-9d7f-7e7ada7563cc" xlink:to="loc_dei_EntityAddressStateOrProvince_afd1e276-60b7-4ded-b83e-78ffe199d9d9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressPostalZipCode_e14470ba-6630-49b9-9fbc-822c1e8f69cb" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityAddressPostalZipCode"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_814dccc0-3f57-4ccc-9d7f-7e7ada7563cc" xlink:to="loc_dei_EntityAddressPostalZipCode_e14470ba-6630-49b9-9fbc-822c1e8f69cb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CityAreaCode_671f8dd1-73ed-481c-9309-2ade06232f8e" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_CityAreaCode"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_814dccc0-3f57-4ccc-9d7f-7e7ada7563cc" xlink:to="loc_dei_CityAreaCode_671f8dd1-73ed-481c-9309-2ade06232f8e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LocalPhoneNumber_c5a353f9-cdef-42c6-850b-a02dc5cff487" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_LocalPhoneNumber"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_814dccc0-3f57-4ccc-9d7f-7e7ada7563cc" xlink:to="loc_dei_LocalPhoneNumber_c5a353f9-cdef-42c6-850b-a02dc5cff487" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
</link:linkbase>
