The invention relates to a method for handling lubricant mist used in mist lubrication, a separation conduit and, further, a rock drilling rig having a mist lubrication system provided with a separation conduit. The return flow of the lubrication mist is conveyed in the separation conduit (27) from the lubrication target to a collection container (13). The separation conduit is an elongated conduit having an elongated separation member (28) arranged therein, the separation member comprising a plural number of successive and inclined barrier surfaces (33). Lubricant droplets (P) contained in the lubricant mist hit the barrier surfaces and accumulate thereon. The separated lubricant is collected into the collection container at the outermost end of the separation conduit.