In a method for external lubrication of the press rolls (2 or 2.1) of a roller compaction device (1) by means of a continuous coating of said press rolls (2 or 2.1), a thin layer of a lubricant and/or an anti-adhesive are continuously provided to coat the press rolls (2 or 2.1). This coating preferably contains magnesium stearate or a mixture containing magnesium stearate. To carry out the method, at least one coating device (13, 14, 15 or 13.1, 14.1, 15.1) is arranged in a housing in which the press rolls (2 and 2.1) are arranged, by means of which coating device at least one press roll is provided with a thin coating of a lubricant and/or an anti-adhesive, preferably with magnesium stearate or a mixture containing magnesium stearate. The method is used for the manufacture of dry granules in the pharmaceutical and food industries.