The concentration of uranium and thorium in lead shields, which are used in underground particle physics research, should be monitored at sub-ppt levels. A combination of extraction chromatography and inductively coupled plasma mass spectrometry can resolve this analytical task. However, a multi-step complicated separation procedure and clean room are required. Besides, the recovery yields for U and Th do not exceed 80% and 60%, correspondingly. We propose an alternative approach. U and Th were pre-concentrated and separated from Pb by countercurrent chromatography, which is a support-free liquid-liquid chromatography. A series of two-phase extraction systems were tested. Under the optimized conditions, U and Th were extracted using a system 1 M HNO3/0.01 M tetraphenylmethylenediphosphine dioxide in chloroform and then eluted by 0.01 M aqueous solution of etidronic acid and determined by inductively coupled plasma mass spectrometry. The separation is performed in one chromatographic run, takes less than 1 h, and provides the quantitative recovery of U and Th. The limits of detection are 3 and 1 ppt for U and Th, correspondingly. The concentrations of U and Th in Roman lead, which was raised from the sea bottom, were lower than the limits of detection. It sounds unbelievable, nevertheless, the antique lead manufactured by Romans can indeed serve as a high-purity low-background material for the construction of Pb shields. Apart from the analysis of antique lead, the proposed approach can be easily extended to the determination of ultra trace impurities in different materials due to a very wide variety of two-phase extraction systems, which can be used in countercurrent chromatography.