We investigate the properties of the Cheeger sets of rotationally invariant, bounded domains Ω ⊂ R 𝑛 . For a rotationally invariant Cheeger set 𝐶, the free boundary 𝜕𝐶 ∩ Ω consists of pieces of Delaunay surfaces, which are rotationally invariant surfaces of constant mean curvature. We show that if Ω is convex, then the free boundary of 𝐶 consists only of pieces of spheres and nodoids. This result remains valid for nonconvex domains when the generating curve of 𝐶 is closed, convex, and of class 𝒞 1,1 . Moreover, we provide numerical evidence of the fact that, for general nonconvex domains, pieces of unduloids or cylinders can also appear in the free boundary of 𝐶.