A device for automatically milking an animal, such as a cow. The device is provided with a milking parlour (1) and a milking robot comprising a robot arm construction for automatically connecting a teat cup to a teat of an animal (3) to be milked. The robot arm construction (3) is provided with a robot arm (4) for carrying a teat cup, which robot arm (4) can be pivoted under the udder of the animal. The robot arm construction is provided with a first robot arm construction portion (5), a second robot arm construction portion (6), a first horizontal axis (7) for enabling a pivoting movement of the first robot arm construction portion (5), and a second horizontal axis (8) by means of which the second robot arm construction (6) portion is pivotably connected to the first robot arm construction portion (5). The robot arm (4) is connected to the second robot arm construction portion (6).