diff --git a/src/python/CMakeLists.txt b/src/python/CMakeLists.txt
index 6bbe7e369..9f6fee4cd 100644
--- a/src/python/CMakeLists.txt
+++ b/src/python/CMakeLists.txt
@@ -108,7 +108,6 @@ if (PYTHONLIBS_FOUND)
       Pose3_TEST
       python_TEST
       Quaternion_TEST
-      RollingMean_TEST
       RotationSpline_TEST
       SemanticVersion_TEST
       SignalStats_TEST
diff --git a/src/python_pybind11/CMakeLists.txt b/src/python_pybind11/CMakeLists.txt
index 2e90e339f..9d81af88b 100644
--- a/src/python_pybind11/CMakeLists.txt
+++ b/src/python_pybind11/CMakeLists.txt
@@ -18,6 +18,7 @@ if (${pybind11_FOUND})
     src/Color.cc
     src/Helpers.cc
     src/Rand.cc
+    src/RollingMean.cc
   )
 
   target_link_libraries(math PRIVATE
@@ -75,6 +76,7 @@ if (${pybind11_FOUND})
       Helpers_TEST
       Line2_TEST
       Rand_TEST
+      RollingMean_TEST
       Vector2_TEST
       Vector3_TEST
       Vector4_TEST
diff --git a/src/python_pybind11/src/RollingMean.cc b/src/python_pybind11/src/RollingMean.cc
new file mode 100644
index 000000000..c84279451
--- /dev/null
+++ b/src/python_pybind11/src/RollingMean.cc
@@ -0,0 +1,48 @@
+/*
+ * Copyright (C) 2021 Open Source Robotics Foundation
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ *     http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ *
+*/
+#include <string>
+#include "RollingMean.hh"
+#include <ignition/math/RollingMean.hh>
+
+namespace ignition
+{
+namespace math
+{
+namespace python
+{
+void defineMathRollingMean(py::module &m, const std::string &typestr)
+{
+  using Class = ignition::math::RollingMean;
+  std::string pyclass_name = typestr;
+  py::class_<Class>(m,
+                    pyclass_name.c_str(),
+                    py::buffer_protocol(),
+                    py::dynamic_attr())
+  .def(py::init<size_t>(), py::arg("_windowSize") = 10)
+  .def("mean", &Class::Mean, "Get the mean value.")
+   .def("count", &Class::Count, "Get the number of data points.")
+   .def("push", &Class::Push, "Insert a new value.")
+   .def("clear", &Class::Clear, "Remove all the pushed values.")
+   .def("set_window_size",
+        &Class::SetWindowSize,
+        "Set the new window size. This will also clear the data. "
+        "Nothing happens if the _windowSize is zero.")
+   .def("window_size", &Class::WindowSize, "Get the window size.");
+}
+}  // namespace python
+}  // namespace math
+}  // namespace ignition
diff --git a/src/python_pybind11/src/RollingMean.hh b/src/python_pybind11/src/RollingMean.hh
new file mode 100644
index 000000000..122e513fc
--- /dev/null
+++ b/src/python_pybind11/src/RollingMean.hh
@@ -0,0 +1,42 @@
+/*
+ * Copyright (C) 2021 Open Source Robotics Foundation
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ *     http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ *
+*/
+
+#ifndef IGNITION_MATH_PYTHON__ROLLINGMEAN_HH_
+#define IGNITION_MATH_PYTHON__ROLLINGMEAN_HH_
+
+#include <pybind11/pybind11.h>
+#include <string>
+
+namespace py = pybind11;
+
+namespace ignition
+{
+namespace math
+{
+namespace python
+{
+/// Define a pybind11 wrapper for an ignition::math::RollingMean
+/**
+ * \param[in] module a pybind11 module to add the definition to
+ * \param[in] typestr name of the type used by Python
+ */
+void defineMathRollingMean(py::module &m, const std::string &typestr);
+}  // namespace python
+}  // namespace math
+}  // namespace ignition
+
+#endif  // IGNITION_MATH_PYTHON__ROLLINGMEAN_HH_
diff --git a/src/python_pybind11/src/_ignition_math_pybind11.cc b/src/python_pybind11/src/_ignition_math_pybind11.cc
index d4216157a..cd1adbecc 100644
--- a/src/python_pybind11/src/_ignition_math_pybind11.cc
+++ b/src/python_pybind11/src/_ignition_math_pybind11.cc
@@ -19,6 +19,7 @@
 #include "Helpers.hh"
 #include "Line2.hh"
 #include "Rand.hh"
+#include "RollingMean.hh"
 #include "Vector2.hh"
 #include "Vector3.hh"
 #include "Vector4.hh"
@@ -37,6 +38,8 @@ PYBIND11_MODULE(math, m)
 
   ignition::math::python::defineMathRand(m, "Rand");
 
+  ignition::math::python::defineMathRollingMean(m, "RollingMean");
+
   ignition::math::python::defineMathVector2<double>(m, "Vector2d");
   ignition::math::python::defineMathVector2<int>(m, "Vector2i");
   ignition::math::python::defineMathVector2<float>(m, "Vector2f");
diff --git a/src/python/RollingMean_TEST.py b/src/python_pybind11/test/RollingMean_TEST.py
similarity index 100%
rename from src/python/RollingMean_TEST.py
rename to src/python_pybind11/test/RollingMean_TEST.py