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

<!--XBRL Document Created with Wdesk from Workiva-->
<!--Copyright 2022 Workiva-->
<!--r:d9c8b5b9-be08-4284-a2da-9a778becd609,g:cdfbae07-8d8c-4bfa-938c-199cb16ae202-->
<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-20220525.xsd#Cover"/>
  <link:presentationLink xlink:role="http://westwoodgroup.com/role/Cover" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_CoverAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityRegistrantName_34705ab1-7b39-405e-8b79-524396aaee6d" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityRegistrantName"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_EntityRegistrantName_34705ab1-7b39-405e-8b79-524396aaee6d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityIncorporationStateCountryCode_a9a8f075-1023-4443-bc83-38627478af34" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityIncorporationStateCountryCode"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_EntityIncorporationStateCountryCode_a9a8f075-1023-4443-bc83-38627478af34" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityFileNumber_b1f5d5dc-306f-4f4f-a101-9f3a1d030c68" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityFileNumber"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_EntityFileNumber_b1f5d5dc-306f-4f4f-a101-9f3a1d030c68" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityTaxIdentificationNumber_ee6358fb-2eb0-42f4-a8aa-295045a75c09" 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_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_EntityTaxIdentificationNumber_ee6358fb-2eb0-42f4-a8aa-295045a75c09" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressLine1_f9fbde0d-dada-4496-9928-d95811a048ac" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityAddressAddressLine1"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_EntityAddressAddressLine1_f9fbde0d-dada-4496-9928-d95811a048ac" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressCityOrTown_99a85953-e405-47ce-8275-9e869b233b4c" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityAddressCityOrTown"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_EntityAddressCityOrTown_99a85953-e405-47ce-8275-9e869b233b4c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressStateOrProvince_5c1f9d73-4595-4ab1-902e-4d9326f3a679" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityAddressStateOrProvince"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_EntityAddressStateOrProvince_5c1f9d73-4595-4ab1-902e-4d9326f3a679" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressPostalZipCode_47369c01-027b-4d23-8439-8c5f8b6d96dd" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityAddressPostalZipCode"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_EntityAddressPostalZipCode_47369c01-027b-4d23-8439-8c5f8b6d96dd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CityAreaCode_375ad98c-d78d-4bfb-9520-09e87eb95ae5" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_CityAreaCode"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_CityAreaCode_375ad98c-d78d-4bfb-9520-09e87eb95ae5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LocalPhoneNumber_d334e291-49b0-4c93-9a4c-f09180f21c0e" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_LocalPhoneNumber"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_LocalPhoneNumber_d334e291-49b0-4c93-9a4c-f09180f21c0e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentPeriodEndDate_c3c5595c-15c3-4841-8802-7bcc726b0db8" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_DocumentPeriodEndDate"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_DocumentPeriodEndDate_c3c5595c-15c3-4841-8802-7bcc726b0db8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentType_5316c322-a565-4266-a695-5368eeacca3b" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_DocumentType"/>
    <link:presentationArc order="12" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_DocumentType_5316c322-a565-4266-a695-5368eeacca3b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_WrittenCommunications_34bdf62f-64fe-4605-8859-6b70dedc06c9" 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_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_WrittenCommunications_34bdf62f-64fe-4605-8859-6b70dedc06c9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SolicitingMaterial_3efabfae-1a72-4521-8c07-128377795f65" 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_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_SolicitingMaterial_3efabfae-1a72-4521-8c07-128377795f65" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_PreCommencementTenderOffer_13170f16-1039-4c2c-807a-a944d724067b" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_PreCommencementTenderOffer"/>
    <link:presentationArc order="15" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_PreCommencementTenderOffer_13170f16-1039-4c2c-807a-a944d724067b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_PreCommencementIssuerTenderOffer_750f6c15-36e7-4dfc-a54a-9543e71c1b87" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_PreCommencementIssuerTenderOffer"/>
    <link:presentationArc order="16" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_PreCommencementIssuerTenderOffer_750f6c15-36e7-4dfc-a54a-9543e71c1b87" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityEmergingGrowthCompany_a9527387-01c6-4bf5-84fa-ec8a4bc7545f" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityEmergingGrowthCompany"/>
    <link:presentationArc order="17" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_EntityEmergingGrowthCompany_a9527387-01c6-4bf5-84fa-ec8a4bc7545f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCentralIndexKey_a91120ac-853a-4481-80f2-38da2f288cf5" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityCentralIndexKey"/>
    <link:presentationArc order="18" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_EntityCentralIndexKey_a91120ac-853a-4481-80f2-38da2f288cf5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AmendmentFlag_b929d64c-9c53-41d9-97fc-87f7aec788dc" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_AmendmentFlag"/>
    <link:presentationArc order="19" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_AmendmentFlag_b929d64c-9c53-41d9-97fc-87f7aec788dc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_Security12bTitle_6d9c0fbe-1dfb-45a9-8fe6-72a017eb40cc" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_Security12bTitle"/>
    <link:presentationArc order="20" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_Security12bTitle_6d9c0fbe-1dfb-45a9-8fe6-72a017eb40cc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_TradingSymbol_0f8cca80-8593-4bf7-a653-49615466a41e" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_TradingSymbol"/>
    <link:presentationArc order="21" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_TradingSymbol_0f8cca80-8593-4bf7-a653-49615466a41e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SecurityExchangeName_9929a8b2-b849-4205-84fa-851564802cc6" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_SecurityExchangeName"/>
    <link:presentationArc order="22" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e27430a3-44aa-4b23-aa02-e5412632c1b7" xlink:to="loc_dei_SecurityExchangeName_9929a8b2-b849-4205-84fa-851564802cc6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
</link:linkbase>
