A cutting head is provided for milling rumble strip depressions in a road surface. The cutting head has a center rotational axis and a transverse diameter that varies along the length of the rotational axis so that an outer cutting surface of the cutting head defines a plane curve, such as an ellipsoid with truncated ends. The cutting head is mounted on a milling machine and rotated about the rotational axis as it is moved alternately up and down into the road surface. As the milling machine moves down the road, the movement of the cutting head creates spaced apart rumble strip depressions in the road. Because of the elliptical configuration of the cutting head cutting surface, the dimensions of the depressions can be varied along both the forward and lateral axes by simply varying the depth of cut. The curved profile of the cutting head along the rotational axis creates rumble strip depressions that avoid the sharp ninety degree corners and vertical side walls found in conventional rumble strips.