The present invention relates to a device for lubricating at least one bearing accepting a rotary shaft of an element of a closed circuit (10) operating on a Rankine cycle, the said circuit comprising a pump (12) for compressing/circulating fluid in liquid form, a heat exchanger (18) swept by a hot source (24) to evaporate the said fluid, means (30) of expanding the fluid into vapour form, a cooling exchanger (42) swept by a cold source (F) to condense the working fluid, a working fluid reservoir (48), pipes (50, 52, 54, 56, 58, 60) for circulating the working fluid, and a lubricating circuit (62) for lubricating the said bearing. According to the invention, the lubricating circuit comprises a lubricating pipe (64) connected to the closed circuit (10) and comprising means (66) of subcooling fluid circulating through the lubricating pipe.