A numerical solution of the elastohydrodynamic lubrication problem for an axially profiled cylindrical roller is presented. The problem is analyzed using finite difference method and Newton-Raphson method. The effect of side leakage and compressibility of lubricants are considered and axially non-uniform grid is constructed over the computation zone. Isobars, contours and section graphs show pressure variation and film shape. Contours plot is very similar to the previously reported experimental observations based upon optical interferometry. The maximum pressure and the minimum film thickness occur near the start of the profiling. The method used makes it possible to design an optimum axial profile of the roller to increase the life of rolling bearings.