The present invention provides a method of supplying lubrication oil in cold rolling for stable rolling without heat scratches or slip and achieving high productivity and improvement of the unit consumption of lubrication oil, that is, a method of supplying lubrication oil in cold rolling by supplying a predetermined kind of emulsion lubrication oil comprised of a mixture of rolling oil and water at the rolling stand inlet from nozzles, the method characterized by measuring or estimating the pressure in the lubrication nozzle pipe (lubrication nozzle pressure), controlling the lubrication nozzle pressure of the rolling stand where lubrication is susceptible to become excessive with the predetermined emulsion lubrication oil to 0.5 MPa or more, and, while doing so, supplying the lubrication oil to the roll bite inlet of the stand by direct injection.