Let $\Omega\subset\rn$, $n\geq 2$, be bounded domain and let $\alphan-1$. We prove the Concentration-Compactness Principle for the embedding of the Orlicz-Sobolev space $W^1_0L^n\log^{\alpha}L(\Omega)$ into the Orlicz space with the Young function $\exp(t^{\frac{n}{n-1-\alpha}})-1$.