A method for cleaning rolling stock (5) during cold rolling of the rolling stock (5) in a tandem mill (1) which includes a plurality of mill stands (7, 9). The rolling stock (5) is moved through the tandem mill (1) in a direction of movement (3) and a cleaning liquid (26) is sprayed onto the rolling stock (5) between two roll stands (7, 9) in a spraying direction having a component opposite to that of the direction of movement (3).