Some related facts I already know:
1) In a Banach space $X$, weakly bounded sets are strongly bounded and vice-versa (Thm 3.18 - "Functional Analysis", Rudin);
2) From 1, it follows that my question is equivalent to proving that weak$^*$ bounded sets are bounded with respect to the weak topology of the dual $X'$.
3) If X is reflexive, then 2 is easy to show and then my question is true. But reflexiveness is really necessary?
Reflexivity is not necessary. Since $X$ is a Banach space, the Banach-Steinhaus theorem asserts that a family of continuous linear functionals on $X$ that is pointwise bounded (weak* bounded) is equicontinuous (norm-bounded).