To machine multi-point like recess of a required diameter and depth on a cooling drum peripheral surface even though a material of good anti-wear property, for example, a material with high hardness is used in a drum peripheral surface for the purpose of elongating the service life of a cooling drum for a thin band casting piece continuous casting device.

A drum rotating device 18 for rotating the shaft 19 of a cooling drum as well as supporting it, a recess working machine 1 for machining a multi-point recess on the peripheral surface 9 of the cooling drum, and a carriage 22 for moving in a drum axial direction as well as supporting a recess working machine 1. While rotating the cooling drum by means of a drum rotating device 18 with the drum shaft as its center and while oscillating machining tips 8 attached to the recess working machine 1, so as to bring them in contact with the peripheral surface 9 of the cooling drum and also to move them in the drum axial direction, so that the multi-point like recess of a preset depth may be machined on the cooling drum peripheral surface 9.