There is disclosed a method of controlling inter-stand tension in rolling mills in which a tension measuring device is provided on each stand. The tension measuring device comprises a pair of load sensing devices provided respectively at the entry and delivery sides of the roll stand. Difference between outputs from the pair of load sensing devices is used as an output value of the tension measuring device. First, while a workpiece is captured by the second stand but is not yet captured by the third stand and when the tension in the workpiece between the first and second stands is consistent with a desired value, the output value from the tension measuring device of the second stand is stored. After the workpiece has been captured by the third stand, the difference between the stored output value and the output value from the tension measuring device of the second stand is used as the measured value of tension. The tension control for the workpiece between the second and third stands is carried out on the basis of the difference between the measured value and a desired value of tension between the second and third stands.