A core locking device has members (25) for locking the device (17) to a winding core of a roll to be wound on a two-drum winder, advantageously to a core. The device (17) is placed on a slide arranged in connection with the two-drum winder, and moves, as winding progresses, with the center of the roll being formed along the slide. The device (17) has an actuator (20) to produce a counterforce for the force caused by the mass of the core locking device (17) in the changed position of the core locking device (17).