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

<!--XBRL Document Created with Wdesk from Workiva-->
<!--Copyright 2021 Workiva-->
<!--r:c8f8c1d2-5f67-4966-98a2-5a693761fd98,g:aef127cc-e385-4d7e-a40f-83195b71afab-->
<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-20211027.xsd#Cover"/>
  <link:presentationLink xlink:role="http://westwoodgroup.com/role/Cover" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_dei_CoverAbstract_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_CoverAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentType_25119a0f-ec36-420c-88c6-b15a39369962" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_DocumentType_25119a0f-ec36-420c-88c6-b15a39369962" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentPeriodEndDate_ff7d3d9c-9639-48ce-9cfc-55de41d0b389" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_DocumentPeriodEndDate_ff7d3d9c-9639-48ce-9cfc-55de41d0b389" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityRegistrantName_e0c1ca67-8096-44e6-ac3a-d38a65c35fbc" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_EntityRegistrantName_e0c1ca67-8096-44e6-ac3a-d38a65c35fbc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityTaxIdentificationNumber_2631624a-29ae-4688-a99e-b4e59a747c04" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_EntityTaxIdentificationNumber_2631624a-29ae-4688-a99e-b4e59a747c04" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityIncorporationStateCountryCode_06b43f6b-04ff-4136-b39e-0d3d71f8493c" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_EntityIncorporationStateCountryCode_06b43f6b-04ff-4136-b39e-0d3d71f8493c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityFileNumber_04e9cb2e-a8cb-4ec4-9e7e-70792af99e6d" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_EntityFileNumber_04e9cb2e-a8cb-4ec4-9e7e-70792af99e6d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressLine1_e20c7bdf-cbdf-4cc5-ab74-8609c106024f" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_EntityAddressAddressLine1_e20c7bdf-cbdf-4cc5-ab74-8609c106024f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressCityOrTown_f0299288-04e0-4e2f-93f5-2f7453321f55" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_EntityAddressCityOrTown_f0299288-04e0-4e2f-93f5-2f7453321f55" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressStateOrProvince_62363a56-8bad-4441-bd31-8d003bb67b63" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_EntityAddressStateOrProvince_62363a56-8bad-4441-bd31-8d003bb67b63" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressPostalZipCode_50d88d5d-8970-4550-8d98-376432532316" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_EntityAddressPostalZipCode_50d88d5d-8970-4550-8d98-376432532316" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CityAreaCode_3fa90835-97ce-4c76-a9ad-d520ac7b5a0c" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_CityAreaCode_3fa90835-97ce-4c76-a9ad-d520ac7b5a0c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LocalPhoneNumber_326f6856-3fb6-44a8-9207-f547ceeb7886" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_LocalPhoneNumber_326f6856-3fb6-44a8-9207-f547ceeb7886" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_WrittenCommunications_f6974e0c-eaff-4b1a-8f55-e69c1bc5918d" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_WrittenCommunications_f6974e0c-eaff-4b1a-8f55-e69c1bc5918d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SolicitingMaterial_08aaf40e-f3d6-4673-ae3c-fa160a6a003e" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_SolicitingMaterial_08aaf40e-f3d6-4673-ae3c-fa160a6a003e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_PreCommencementIssuerTenderOffer_5b80d6b1-8040-4ff1-b3b8-87192677114d" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_PreCommencementIssuerTenderOffer_5b80d6b1-8040-4ff1-b3b8-87192677114d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_PreCommencementTenderOffer_800654e4-5049-4387-865b-6c4dcaafc538" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_PreCommencementTenderOffer_800654e4-5049-4387-865b-6c4dcaafc538" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_Security12bTitle_9c9ed93c-8542-415c-9a39-ffeab6e13af2" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_Security12bTitle_9c9ed93c-8542-415c-9a39-ffeab6e13af2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_TradingSymbol_35b10d93-4100-4a57-a7f3-528a101d91df" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_TradingSymbol_35b10d93-4100-4a57-a7f3-528a101d91df" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SecurityExchangeName_7978859d-b74f-4d6f-9593-fa853c590906" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_SecurityExchangeName_7978859d-b74f-4d6f-9593-fa853c590906" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityEmergingGrowthCompany_ce8416fd-8b15-43b6-9ac2-0a30c2fa0ea8" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_EntityEmergingGrowthCompany_ce8416fd-8b15-43b6-9ac2-0a30c2fa0ea8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AmendmentFlag_e9ec210b-9327-4cc8-8129-948d48419104" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_AmendmentFlag_e9ec210b-9327-4cc8-8129-948d48419104" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCentralIndexKey_8d2cfff1-e498-4169-9302-71e0b4dbbff4" 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_22bdf3ad-02e5-45b9-801a-2eebe0f42473" xlink:to="loc_dei_EntityCentralIndexKey_8d2cfff1-e498-4169-9302-71e0b4dbbff4" 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-20211027.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_6ec1cbb0-34a6-472b-873a-1c9d81d067fa" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_CoverAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentPeriodEndDate_a3547d4d-e572-4978-87a0-6bf464eb9721" 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_6ec1cbb0-34a6-472b-873a-1c9d81d067fa" xlink:to="loc_dei_DocumentPeriodEndDate_a3547d4d-e572-4978-87a0-6bf464eb9721" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityRegistrantName_1f1c5d55-8fd8-4045-999c-8cff9a24f47e" 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_6ec1cbb0-34a6-472b-873a-1c9d81d067fa" xlink:to="loc_dei_EntityRegistrantName_1f1c5d55-8fd8-4045-999c-8cff9a24f47e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressDescription_727d3fb7-7fdf-4d12-a370-faa4ffbe05ee" 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_6ec1cbb0-34a6-472b-873a-1c9d81d067fa" xlink:to="loc_dei_EntityAddressAddressDescription_727d3fb7-7fdf-4d12-a370-faa4ffbe05ee" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressCityOrTown_7854915b-23a4-4eb8-a63c-22ee12d8dd17" 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_6ec1cbb0-34a6-472b-873a-1c9d81d067fa" xlink:to="loc_dei_EntityAddressCityOrTown_7854915b-23a4-4eb8-a63c-22ee12d8dd17" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressStateOrProvince_ac8f34c1-493f-4834-948f-f66b8b78aed7" 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_6ec1cbb0-34a6-472b-873a-1c9d81d067fa" xlink:to="loc_dei_EntityAddressStateOrProvince_ac8f34c1-493f-4834-948f-f66b8b78aed7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressPostalZipCode_f3763dbe-46f5-451b-9dee-a917564bfeba" 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_6ec1cbb0-34a6-472b-873a-1c9d81d067fa" xlink:to="loc_dei_EntityAddressPostalZipCode_f3763dbe-46f5-451b-9dee-a917564bfeba" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CityAreaCode_0f45e853-1785-4bcd-8eab-74d84b0173d1" 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_6ec1cbb0-34a6-472b-873a-1c9d81d067fa" xlink:to="loc_dei_CityAreaCode_0f45e853-1785-4bcd-8eab-74d84b0173d1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LocalPhoneNumber_0c19e6e4-4735-4e4f-a482-9801637bb33c" 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_6ec1cbb0-34a6-472b-873a-1c9d81d067fa" xlink:to="loc_dei_LocalPhoneNumber_0c19e6e4-4735-4e4f-a482-9801637bb33c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
</link:linkbase>
