UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             WASHINGTON, D.C. 20549
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                                    FORM 8-K

                                 CURRENT REPORT
                       PURSUANT TO SECTION 13 OR 15(d) OF
                       THE SECURITIES EXCHANGE ACT OF 1934


        Date of report (Date of earliest event reported): April 22, 2003
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                              HCB BANCSHARES, INC.
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             (Exact Name of Registrant as Specified in its Charter)


          Oklahoma                        0-22423                62-1670792
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(State or Other Jurisdiction of         (Commission           (I.R.S. Employer
Incorporation or Organization           File Number          Identification No.)



                 237 Jackson Street, SW, Camden, Arkansas 71701
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               (Address of Principal Executive Offices) (Zip Code)



       Registrant's telephone number, including area code: (870) 836-6841

                                 Not applicable
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          (Former Name or Former Address, if Changed Since Last Report)



ITEM 7.  FINANCIAL STATEMENTS, PRO FORMA FINANCIAL INFORMATION AND EXHIBITS
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     (a)  Not applicable


     (b)  Not applicable


     (c)  The following exhibit is filed herewith:


              Exhibit 99               Press Release dated April 22, 2003


ITEM 9.  REGULATION FD DISCLOSURE
---------------------------------

     On April 22, 2003, HCB Bancshares,  Inc. issued a press release  announcing
its  unaudited  financial  results for the quarter and nine month  periods ended
March 31,  2003.  A copy of the press  release is  attached to this Report as an
exhibit  and is  incorporated  herein by  reference.  The  attached  exhibit  is
furnished pursuant to Item 12 of Form 8-K.




                                   SIGNATURES

     Pursuant to the  requirements  of the Securities  Exchange Act of 1934, the
Registrant  has duly  caused  this  report  to be  signed  on its  behalf by the
undersigned hereunto duly authorized.


                                       HCB BANCSHARES, INC.



Date:    April 22, 2003                By: /s/ Vida H. Lampkin
                                           --------------------------------
                                           Vida H. Lampkin
                                           Chairman of the Board and Interim
                                           President and Chief Executive Officer