A device lubricates a transmission (1) and a bearing (1′), in particular a rotor bearing in a wind turbine. The transmission (1) and the bearing (1′) are each associated with at least one lubrication circuit (3, 5). A lubricating medium flows in each circuit during the operation of the device. A heat exchanging device (7, 59, 61) transfers heat between the lubrication circuit (3) of the transmission (1) and the lubrication circuit (5) of the bearing (1′). The heat exchanging device (7, 59, 61) at least partially compensates for a difference between the temperature of the lubricating medium in the lubrication circuit (3) of the transmission (1) and the temperature of the lubricating medium in the lubrication circuit (5) of the bearing (1′) by heat compensation during the operation of the device.