The present invention provides a method of supplying lubrication oil in cold rolling for stable rolling without heat scratches or slip and realizing high productivity and improvement of the specific consumption of lubrication oil, that is, a method of supplying lubrication oil in cold rolling for lubricating rolling in cold tandem rolling of metal sheet by supplying a predetermined kind of emulsion lubrication oil comprised of a mixture of rolling oil and water at the rolling stand inlet side from nozzles, the method of supplying lubrication oil in cold rolling characterized by measuring or estimating the pressure in the lubrication nozzle pipe (lubrication nozzle pressure), controlling the lubrication nozzle pressure of any rolling stand where lubrication is liable 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.