Jump rope assembly comprising a rope, a handle at one end of the rope, an axially extending axle mounted in bearings within the handle for rotation about its axis, a gimbal head affixed to the axle at one end of the handle including a ring with a circular opening having an axis perpendicular to the axis of the axle, and a spherical ball of greater diameter than the opening pivotally seated against one side of the ring, with an end portion of the rope passing freely through the opening and being attached to the ball in a manner permitting the ball to pivot freely with respect to the axis of the opening as the gimbal head rotates about the axis of the axle.