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

<!--XBRL Document Created with Wdesk from Workiva-->
<!--Copyright 2021 Workiva-->
<!--r:cabb8c63-b1a4-4b7a-bd67-0ac3ed0e820e,g:02be9e89-e03b-46ae-816f-c82c59b10378-->
<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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_CoverAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentType_8efd254c-d0e2-4e79-b239-a14ecb25e389" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_DocumentType_8efd254c-d0e2-4e79-b239-a14ecb25e389" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentPeriodEndDate_12a2f15f-1e6e-4a3d-b71c-ab9294b9e07f" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_DocumentPeriodEndDate_12a2f15f-1e6e-4a3d-b71c-ab9294b9e07f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityRegistrantName_1143a4f1-f426-423a-b3da-65783a523aff" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_EntityRegistrantName_1143a4f1-f426-423a-b3da-65783a523aff" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityTaxIdentificationNumber_f4fd184b-e481-4cbb-9d87-c901d7646d37" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_EntityTaxIdentificationNumber_f4fd184b-e481-4cbb-9d87-c901d7646d37" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityIncorporationStateCountryCode_e801549f-577a-49c5-997c-9745a27f2125" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_EntityIncorporationStateCountryCode_e801549f-577a-49c5-997c-9745a27f2125" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityFileNumber_6064fd2f-cd0b-49c6-b88f-ceb21280a3c0" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_EntityFileNumber_6064fd2f-cd0b-49c6-b88f-ceb21280a3c0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressLine1_da3cbd94-a209-4684-9073-97f80a23d618" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_EntityAddressAddressLine1_da3cbd94-a209-4684-9073-97f80a23d618" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressCityOrTown_c2d28523-8857-4c3a-bb42-1b1455604d2f" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_EntityAddressCityOrTown_c2d28523-8857-4c3a-bb42-1b1455604d2f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressStateOrProvince_eca029cf-3d79-491a-9fca-06338b4d1549" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_EntityAddressStateOrProvince_eca029cf-3d79-491a-9fca-06338b4d1549" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressPostalZipCode_788b2770-21cc-49bf-9375-f6d23c8e2ff4" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_EntityAddressPostalZipCode_788b2770-21cc-49bf-9375-f6d23c8e2ff4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CityAreaCode_40545bbf-f343-4839-80be-29d6c59f0b00" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_CityAreaCode_40545bbf-f343-4839-80be-29d6c59f0b00" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LocalPhoneNumber_303c89a2-efdf-4d9d-8f9a-01b61f8821a3" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_LocalPhoneNumber_303c89a2-efdf-4d9d-8f9a-01b61f8821a3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_WrittenCommunications_1a0a9109-aeee-4c07-8fcc-3b3da7a07109" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_WrittenCommunications_1a0a9109-aeee-4c07-8fcc-3b3da7a07109" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SolicitingMaterial_fb6c9ccb-0cc1-4b66-bbcb-880c42e8ceb8" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_SolicitingMaterial_fb6c9ccb-0cc1-4b66-bbcb-880c42e8ceb8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_PreCommencementIssuerTenderOffer_b82a0968-4417-47bb-813b-66a8429a1184" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_PreCommencementIssuerTenderOffer_b82a0968-4417-47bb-813b-66a8429a1184" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_PreCommencementTenderOffer_4741c217-54f6-409b-affb-085df9ba24b2" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_PreCommencementTenderOffer_4741c217-54f6-409b-affb-085df9ba24b2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_Security12bTitle_f26d931b-2c1a-4f6c-ab66-7d9e46646381" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_Security12bTitle_f26d931b-2c1a-4f6c-ab66-7d9e46646381" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_TradingSymbol_c4be656a-9cd5-48a7-8744-5236c309c8fe" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_TradingSymbol_c4be656a-9cd5-48a7-8744-5236c309c8fe" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SecurityExchangeName_0886049e-779c-49db-bbd9-abf64cc5ec4c" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_SecurityExchangeName_0886049e-779c-49db-bbd9-abf64cc5ec4c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityEmergingGrowthCompany_70e79605-2e5c-4e08-b436-a3332c4e0c01" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_EntityEmergingGrowthCompany_70e79605-2e5c-4e08-b436-a3332c4e0c01" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AmendmentFlag_3810e7b8-0e62-473e-9ab4-494fe4b72018" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_AmendmentFlag_3810e7b8-0e62-473e-9ab4-494fe4b72018" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCentralIndexKey_c97d441d-e24c-4b68-baa8-db71ea804825" 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_1eee0514-c15d-44dd-a4cb-50a7ffb33326" xlink:to="loc_dei_EntityCentralIndexKey_c97d441d-e24c-4b68-baa8-db71ea804825" 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_7a5f603e-112b-45ce-a614-92c07e516bf3" xlink:href="https://xbrl.sec.gov/dei/2021/dei-2021.xsd#dei_CoverAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentPeriodEndDate_ddf63112-eb63-4269-b3a8-6c698492a7d6" 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_7a5f603e-112b-45ce-a614-92c07e516bf3" xlink:to="loc_dei_DocumentPeriodEndDate_ddf63112-eb63-4269-b3a8-6c698492a7d6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityRegistrantName_802b1faa-046f-499a-bb15-5eaf599be29a" 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_7a5f603e-112b-45ce-a614-92c07e516bf3" xlink:to="loc_dei_EntityRegistrantName_802b1faa-046f-499a-bb15-5eaf599be29a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressDescription_54eedee8-a830-49f7-b0cb-ff25e61edd85" 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_7a5f603e-112b-45ce-a614-92c07e516bf3" xlink:to="loc_dei_EntityAddressAddressDescription_54eedee8-a830-49f7-b0cb-ff25e61edd85" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressCityOrTown_a35b7aa4-c883-4e8a-b1e7-4f30c4e2b0c8" 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_7a5f603e-112b-45ce-a614-92c07e516bf3" xlink:to="loc_dei_EntityAddressCityOrTown_a35b7aa4-c883-4e8a-b1e7-4f30c4e2b0c8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressStateOrProvince_65b59e6c-894f-4e41-b1b4-bcde799a331f" 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_7a5f603e-112b-45ce-a614-92c07e516bf3" xlink:to="loc_dei_EntityAddressStateOrProvince_65b59e6c-894f-4e41-b1b4-bcde799a331f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressPostalZipCode_a8c04d47-8061-4ea1-bf3a-f9101533e571" 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_7a5f603e-112b-45ce-a614-92c07e516bf3" xlink:to="loc_dei_EntityAddressPostalZipCode_a8c04d47-8061-4ea1-bf3a-f9101533e571" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CityAreaCode_9bea217a-64b3-49d7-8f11-8b5978db4772" 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_7a5f603e-112b-45ce-a614-92c07e516bf3" xlink:to="loc_dei_CityAreaCode_9bea217a-64b3-49d7-8f11-8b5978db4772" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LocalPhoneNumber_0df8a912-dc6b-456a-af32-d6c17b46a6e5" 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_7a5f603e-112b-45ce-a614-92c07e516bf3" xlink:to="loc_dei_LocalPhoneNumber_0df8a912-dc6b-456a-af32-d6c17b46a6e5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
</link:linkbase>
