A double Roman dominating function on a graph G=(V,E) is a function f:V→{0,1,2,3} satisfying the condition that every vertex u for which f(u)=0 is adjacent to at least one vertex assigned 3 or at least two vertices assigned 2, and every vertex u with f(u)=1 is adjacent to at least one vertex assigned 2 or 3. The weight of f equals w(f)=∑v∈Vf(v). The double Roman domination number γdR(G) of a graph G equals the minimum weight of a double Roman dominating function of G. We obtain closed expressions for the double Roman domination number of generalized Petersen graphs P(5k,k). It is proven that γdR(P(5k,k))=8k for k≡2,3mod5 and 8k≤γdR(P(5k,k))≤8k+2 for k≡0,1,4mod5. We also improve the upper bounds for generalized Petersen graphs P(20k,k).