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

<!--XBRL Document Created with Wdesk from Workiva-->
<!--Copyright 2023 Workiva-->
<!--r:625bf87f-441d-4f30-80d6-84c518856884,g:ddf7a74d-9f87-46c0-acd1-9b6adc0a0d2e-->
<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://www.capitalsouthwest.com/role/Cover" xlink:type="simple" xlink:href="cswc-20230522.xsd#Cover"/>
  <link:presentationLink xlink:role="http://www.capitalsouthwest.com/role/Cover" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_CoverAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentType_e3be99f0-b47b-4346-ac32-0818f95fdb33" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentType"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_DocumentType_e3be99f0-b47b-4346-ac32-0818f95fdb33" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentPeriodEndDate_f6afd5b2-f578-47a5-9170-1ba40c154372" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentPeriodEndDate"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_DocumentPeriodEndDate_f6afd5b2-f578-47a5-9170-1ba40c154372" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityRegistrantName_a74d488e-926e-44b7-94f4-0c00cec4b912" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityRegistrantName"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_EntityRegistrantName_a74d488e-926e-44b7-94f4-0c00cec4b912" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityIncorporationStateCountryCode_712d3922-7cd7-49da-9003-90aaffe30354" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityIncorporationStateCountryCode"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_EntityIncorporationStateCountryCode_712d3922-7cd7-49da-9003-90aaffe30354" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityFileNumber_8a2b5713-c5bd-42af-85c9-f48a47a71b37" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityFileNumber"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_EntityFileNumber_8a2b5713-c5bd-42af-85c9-f48a47a71b37" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityTaxIdentificationNumber_26588f0e-6780-43b0-90f3-eb5351456a16" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityTaxIdentificationNumber"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_EntityTaxIdentificationNumber_26588f0e-6780-43b0-90f3-eb5351456a16" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressLine1_0c7bae9c-105c-4212-b9e9-9a64a510cfb9" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressAddressLine1"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_EntityAddressAddressLine1_0c7bae9c-105c-4212-b9e9-9a64a510cfb9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressLine2_0f4cc6c2-d712-4c58-99cc-48876b8fc1ee" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressAddressLine2"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_EntityAddressAddressLine2_0f4cc6c2-d712-4c58-99cc-48876b8fc1ee" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressCityOrTown_ad187b53-0f6d-4d16-9402-5f02631fe64c" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressCityOrTown"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_EntityAddressCityOrTown_ad187b53-0f6d-4d16-9402-5f02631fe64c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressStateOrProvince_66713d6e-1320-4606-82bf-bb05893d3f52" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressStateOrProvince"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_EntityAddressStateOrProvince_66713d6e-1320-4606-82bf-bb05893d3f52" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressPostalZipCode_7168e8bb-e77a-4c5c-b378-98a784cb0c21" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressPostalZipCode"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_EntityAddressPostalZipCode_7168e8bb-e77a-4c5c-b378-98a784cb0c21" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CityAreaCode_21e18100-149b-4184-b9d5-956f308f7993" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_CityAreaCode"/>
    <link:presentationArc order="12" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_CityAreaCode_21e18100-149b-4184-b9d5-956f308f7993" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LocalPhoneNumber_6e9a7900-3eff-4d93-9d8d-c31c9e177f9a" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_LocalPhoneNumber"/>
    <link:presentationArc order="13" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_LocalPhoneNumber_6e9a7900-3eff-4d93-9d8d-c31c9e177f9a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_WrittenCommunications_3b8c67db-0f43-4b02-a431-6bff32f10ea9" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_WrittenCommunications"/>
    <link:presentationArc order="14" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_WrittenCommunications_3b8c67db-0f43-4b02-a431-6bff32f10ea9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SolicitingMaterial_a6c9cdc3-6a63-4345-bc9a-6f70a8bd8062" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_SolicitingMaterial"/>
    <link:presentationArc order="15" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_SolicitingMaterial_a6c9cdc3-6a63-4345-bc9a-6f70a8bd8062" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_PreCommencementTenderOffer_30916cd3-a3c7-4da6-b349-581a3c0287e5" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_PreCommencementTenderOffer"/>
    <link:presentationArc order="16" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_PreCommencementTenderOffer_30916cd3-a3c7-4da6-b349-581a3c0287e5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_PreCommencementIssuerTenderOffer_86b286a6-2c06-40e4-8caa-0160c15ed2c5" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_PreCommencementIssuerTenderOffer"/>
    <link:presentationArc order="17" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_PreCommencementIssuerTenderOffer_86b286a6-2c06-40e4-8caa-0160c15ed2c5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_Security12bTitle_883d41f4-39da-4ac5-a002-f5bb6bc52da4" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_Security12bTitle"/>
    <link:presentationArc order="18" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_Security12bTitle_883d41f4-39da-4ac5-a002-f5bb6bc52da4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_TradingSymbol_ebd88c10-4f25-488e-a895-8a3fb1df67a6" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_TradingSymbol"/>
    <link:presentationArc order="19" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_TradingSymbol_ebd88c10-4f25-488e-a895-8a3fb1df67a6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SecurityExchangeName_0f355c21-5323-48a3-8ddd-49f211fa053d" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_SecurityExchangeName"/>
    <link:presentationArc order="20" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_SecurityExchangeName_0f355c21-5323-48a3-8ddd-49f211fa053d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityEmergingGrowthCompany_b7ed8bd1-4f0d-4c3f-bc1b-d5ff9fc69370" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityEmergingGrowthCompany"/>
    <link:presentationArc order="21" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_EntityEmergingGrowthCompany_b7ed8bd1-4f0d-4c3f-bc1b-d5ff9fc69370" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCentralIndexKey_e31a5845-ff8e-41bf-98eb-f57d70954051" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityCentralIndexKey"/>
    <link:presentationArc order="22" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_EntityCentralIndexKey_e31a5845-ff8e-41bf-98eb-f57d70954051" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AmendmentFlag_6bd7529d-78b3-47d5-b471-d007529903cf" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_AmendmentFlag"/>
    <link:presentationArc order="23" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e5c7ccf6-df77-4050-9ae5-c8e1dd185098" xlink:to="loc_dei_AmendmentFlag_6bd7529d-78b3-47d5-b471-d007529903cf" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
</link:linkbase>
