Lubrication system in a wheel support device with a wheel hub (2) provided with a hub gear and mounted rotatably on an axle journal (4) by means of inner and outer wheel bearings (14 and 16). An oil storage space (30) is provided on the inside of the hub cap (8) of the wheel hub, from which space oil is collected as the hub rotates by means of an oil collector (32) which is fixed in relation to the axle journal (4) and which guides the oil to an annular space (46) on the axle journal, from which the oil is fed to arc-shaped chambers (50) between the bearings (14, 16). From these chambers oil flows through both the outer (16) and the inner wheel bearing (14), and in the hub special oil return passages (54, 58, 56, 60) are provided through which oil from the inner bearing (14) is returned to the oil storage space (30) without any possibility of it mixing with oil in the arc-shaped chambers (50) on its way to that space.