The invention relates to a method of controlling a grinding mill process in a grinding circuit, which said grinding circuit comprises at least a grinding mill (6) having a shaft (4) in a grinding chamber (2), wherein said grinding circuit (G) further comprises a cyclone (11) for receiving circuit feed material and for feeding said circuit feed material further in the grinding circuit (G), and monitoring devices. The grinding mill process comprises at least the following steps: pumping circuit feed material from a feed tank to the cyclone (11) upstream of the mill, and pumping the circuit feed material forming slurry into the grinding mill (6) for grinding the slurry into finer particles. The method comprises the following steps: monitoring at least one operational parameter, and controlling particle fineness online by adjusting at least one of the following operational parameters: flow rate of the circuit feed material, density of the circuit feed material, shaft (4) speed, filling rate in the grinding mill (