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

<!--XBRL Document Created with Wdesk from Workiva-->
<!--Copyright 2022 Workiva-->
<!--r:3941cdfb-54b1-484e-81ac-3a579f6b52d9,g:cf248848-ec17-4802-b37d-da01937ad8d1-->
<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-20220727.xsd#Cover"/>
  <link:presentationLink xlink:role="http://westwoodgroup.com/role/Cover" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_dei_CoverAbstract_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_CoverAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentType_99375916-653a-4f81-ad94-6492c351c454" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_DocumentType_99375916-653a-4f81-ad94-6492c351c454" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentPeriodEndDate_a9e5d4df-4793-4e28-bba4-fda6a789313b" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_DocumentPeriodEndDate_a9e5d4df-4793-4e28-bba4-fda6a789313b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityRegistrantName_93f0ae24-2f5c-4d70-80c5-f59a2f7f0af4" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_EntityRegistrantName_93f0ae24-2f5c-4d70-80c5-f59a2f7f0af4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityTaxIdentificationNumber_926a4afb-2070-49a2-8af8-6f4ef97100aa" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_EntityTaxIdentificationNumber_926a4afb-2070-49a2-8af8-6f4ef97100aa" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityIncorporationStateCountryCode_ac05fc2f-9c2d-458b-a7a0-cc78f6d2b545" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_EntityIncorporationStateCountryCode_ac05fc2f-9c2d-458b-a7a0-cc78f6d2b545" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityFileNumber_90296384-e9ee-4d7a-b523-305355ac52f2" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_EntityFileNumber_90296384-e9ee-4d7a-b523-305355ac52f2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressLine1_374ae97f-a343-4d92-a475-7674e0350232" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_EntityAddressAddressLine1_374ae97f-a343-4d92-a475-7674e0350232" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressCityOrTown_a0565528-c24e-4135-963f-f0207603b0d2" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_EntityAddressCityOrTown_a0565528-c24e-4135-963f-f0207603b0d2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressStateOrProvince_934617c9-0c96-4fa9-9ae8-bf306ce125c4" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_EntityAddressStateOrProvince_934617c9-0c96-4fa9-9ae8-bf306ce125c4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressPostalZipCode_a024ea55-be83-4178-89bf-abea2cc9e32c" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_EntityAddressPostalZipCode_a024ea55-be83-4178-89bf-abea2cc9e32c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CityAreaCode_000c6df4-8c14-4c3a-a875-4798245b3a57" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_CityAreaCode_000c6df4-8c14-4c3a-a875-4798245b3a57" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LocalPhoneNumber_1813b487-c00d-4ee1-81ee-7d0bc3f42416" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_LocalPhoneNumber_1813b487-c00d-4ee1-81ee-7d0bc3f42416" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_WrittenCommunications_d03913a3-c82d-4a7c-bd82-bfa8ddc5b909" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_WrittenCommunications_d03913a3-c82d-4a7c-bd82-bfa8ddc5b909" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SolicitingMaterial_9962a3f5-dff2-42bb-92b7-8e6bb897bf74" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_SolicitingMaterial_9962a3f5-dff2-42bb-92b7-8e6bb897bf74" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_PreCommencementIssuerTenderOffer_8907004d-daee-4705-9ba1-84e347ace012" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_PreCommencementIssuerTenderOffer_8907004d-daee-4705-9ba1-84e347ace012" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_PreCommencementTenderOffer_ca5f9045-70b2-4a33-8222-1fc4c54597c2" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_PreCommencementTenderOffer_ca5f9045-70b2-4a33-8222-1fc4c54597c2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_Security12bTitle_137eea0d-9d35-4a3b-8159-7b582a64c130" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_Security12bTitle_137eea0d-9d35-4a3b-8159-7b582a64c130" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_TradingSymbol_60f313f1-f298-4bca-90f3-4959e5c724a2" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_TradingSymbol_60f313f1-f298-4bca-90f3-4959e5c724a2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SecurityExchangeName_d2f5fdf6-9583-4af5-80f3-de82d95f1ad4" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_SecurityExchangeName_d2f5fdf6-9583-4af5-80f3-de82d95f1ad4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityEmergingGrowthCompany_d80a4d10-8de7-4c28-b771-58316dd7912c" 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_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_EntityEmergingGrowthCompany_d80a4d10-8de7-4c28-b771-58316dd7912c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCentralIndexKey_7557b180-c390-4979-b502-ada7f9db7e76" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_EntityCentralIndexKey"/>
    <link:presentationArc order="21" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_EntityCentralIndexKey_7557b180-c390-4979-b502-ada7f9db7e76" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AmendmentFlag_3a7531fa-a88e-4438-b753-cbd9d663e5a4" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_AmendmentFlag"/>
    <link:presentationArc order="22" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_f339e87f-5881-4951-a913-eb9169eedb2f" xlink:to="loc_dei_AmendmentFlag_3a7531fa-a88e-4438-b753-cbd9d663e5a4" 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-20220727.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_195e324c-ab98-43a3-864d-39ae9160010c" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_CoverAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentPeriodEndDate_8d38cc8a-73eb-49e7-b2cf-f04203b87a65" 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_195e324c-ab98-43a3-864d-39ae9160010c" xlink:to="loc_dei_DocumentPeriodEndDate_8d38cc8a-73eb-49e7-b2cf-f04203b87a65" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityRegistrantName_31830ae0-6031-4062-814a-27aba056989b" 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_195e324c-ab98-43a3-864d-39ae9160010c" xlink:to="loc_dei_EntityRegistrantName_31830ae0-6031-4062-814a-27aba056989b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressDescription_1ccbf029-b171-4041-b1c2-c9bbcf7454e8" 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_195e324c-ab98-43a3-864d-39ae9160010c" xlink:to="loc_dei_EntityAddressAddressDescription_1ccbf029-b171-4041-b1c2-c9bbcf7454e8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressCityOrTown_6bc90b5d-a3bf-4710-b252-e4287d42e0c5" 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_195e324c-ab98-43a3-864d-39ae9160010c" xlink:to="loc_dei_EntityAddressCityOrTown_6bc90b5d-a3bf-4710-b252-e4287d42e0c5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressStateOrProvince_05ef3121-140c-4a36-b021-d1c382897ac6" 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_195e324c-ab98-43a3-864d-39ae9160010c" xlink:to="loc_dei_EntityAddressStateOrProvince_05ef3121-140c-4a36-b021-d1c382897ac6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressPostalZipCode_9c9e507a-c1a0-4986-9e03-5e96dc88c294" 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_195e324c-ab98-43a3-864d-39ae9160010c" xlink:to="loc_dei_EntityAddressPostalZipCode_9c9e507a-c1a0-4986-9e03-5e96dc88c294" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CityAreaCode_ae765b33-4080-495c-b827-9052e86c6652" 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_195e324c-ab98-43a3-864d-39ae9160010c" xlink:to="loc_dei_CityAreaCode_ae765b33-4080-495c-b827-9052e86c6652" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LocalPhoneNumber_21548ca9-138f-4778-ae46-f1e5602959a7" 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_195e324c-ab98-43a3-864d-39ae9160010c" xlink:to="loc_dei_LocalPhoneNumber_21548ca9-138f-4778-ae46-f1e5602959a7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
</link:linkbase>
