A rolling mill in which a pair of work rolls and a pair of back-up rolls for respectively supporting the work rolls are provided as work roll and back-up roll combinations on a rolling stand, wherein the back-up rolls are constructed in such a manner that axes thereof are not inclined in a horizontal plane while the work rolls are constructed in such a manner that axes thereof can be inclined in a horizontal plane relative to the back-up rolls such that the axes of the work rolls cross the axes of the back-up rolls and such that the axes of the work rolls cross each other, wherein a lubricant supply device is provided for supplying a lubricant between the work roll and the back-up roll of each combination, and wherein a system is provided for controlling an angle at which said work rolls cross each other, said cross angle controlling system including thrust force detectors for detecting thrust forces acting on said back-up rolls and on said work rolls, cross-angle controlling devices for setting and controlling the work roll cross angle, said lubricant supply device including a lubricant header through which lubricant can be sprayed to effect lubrication between the work roll and the back-up roll of each combination, said cross angle controlling system further including lubricant flow rate detector apparatus for detecting rate of flow of the lubricant through said lubricant supply device, devices for detecting and controlling the pressure at which the lubricant is sprayed through said lubricant header, said thrust force detectors being operative to generate a signal either when the thrust force acting on at least one of said back-up rolls exceeds an allowable maximum magnitude determined based on supporting machine structure or when the thrust force acting on at least one of said work rolls exceeds an allowable maximum magnitude determined based on the supporting machine structure, said cross angle controlling system further including a controller responsive to the signal from said thrust force detectors to warn an operator and control said cross-angle controlling system such that the work roll cross angle is reduced.