The present invention relates to a cooled rotating member, in particular of machine tools, comprising a rotating body (2) enclosed in a housing (3) and a cooling device (4) of said rotating member comprising at least a compressor (5) to compress and circulate a refrigerant fluid, an expansion valve (6) of said refrigerant fluid, at least a first heat exchanger (7) having its inlet connected to said expansion valve and its outlet connected to said compressor, at least a second heat exchanger (8) having its inlet connected to said expansion valve and its outlet connected to said compressor, said first heat exchanger (7) being produced in said housing (3) of the rotating body (2), characterized in that said compressor (5) is mounted on the rotating member, in proximity of the housing (3) or on said housing (3) of the rotating member (2).