We report on a comparative Atomic Force Microscope (AFM) multi-scale roughness analysis of cold rolled Al alloy and steel roll, in order to characterize the roughness transfer from the steel roll to the workpiece in cold strip rolling processes. More than three orders of length-scale magnitudes were investigated from 100 microns to 50 nanometers on both types of surfaces. The analysis reveals that both types of surfaces are anisotropic self-affine surfaces. Transverse and longitudinal height profiles exhibit a different roughness exponent (Hurst exponent) z֊=0.93±0.03 and zʈ=0.5±0.05 Different length-scale cut-offs are obtained in each direction lsup=50mm, lsupՆ100mm. Height and slope distributions are also computed to complement this study. The above mentionned self-affine characteresitics are found to be very similar for the roll and the strip surfaces, which suggest that roughness transfer takes place from the macroscopic (100 µm) to the very small scale (50 nm).