In a coolant supply apparatus for a grinding machine, a wheel imbalance prevention device is operated within the period from the switching to the closed state of a shut-off valve which is provided on a conduit connecting a coolant supply to a coolant nozzle, until the stop of rotation of the grinding wheel and prevents the coolant remaining in a part of the conduit on the downstream side of the shut-off valve and in the coolant nozzle from dropping on the grinding surface of the grinding wheel during the stop in rotation of the grinding wheel. Thus, the occurrence of coolant which otherwise penetrates the grinding wheel to put the same out of balance is prevented.