In a rough grinding step the large quantity of coolant supplied to cool the grinding point enables the flow to pass through a wheel-following air layer and reach the grinding point while the supply of an air jet is stopped during this step. At a fine grinding step, the grinding point can be cooled with a small quantity of coolant in so far it is reliably supplied to the grinding point. This is realized by supplying an air jet to intercept the wheel-following air layer which rotates to follow the grinding wheel, while supplying the coolant in small quantity. Consequently, the coolant is prevented from being scattered by the air jet and suspended in form of mist when supplied in large quantity at the rough grinding step, and the coolant quantity used can be reduced at fine grinding step and minute grinding step.