Described is a roller mill (1) for grinding particulate material, such as cement raw materials, cement clinker and similar materials, said roller mill comprising a substantially horizontal grinding table (3), at least one therewith interactively operating roller (4) which is configured for rotation about a roller shaft (6) through the use of a bearing (7) for the roller, and a closed circulation system for lubricant for lubricating the bearing (7) for the roller, said circulation system comprising a reservoir (9), ducts (10) for feeding of lubricant to the bearing (7) for the roller and ducts (11) for recirculating the lubricant from the bearing (7) for the roller. The roller mill is peculiar in that it comprises a pump means (20) which is driven by the rotation of the roller (4), and comprising a first part (21) which is mounted on the roller shaft (6) and a second part (22) which is mounted on the roller (4) and rotating therewith. Hereby is obtained an autogenously regulated pressure pump which during the operation of the mill delivers a significant pressure contribution for recirculating the lubricant to the reservoir, and having a capacity which is proportional to the rotational speed of the roller and hence the lubricant requirement.