Jay P Fillmore, Symmetries of surfaces of constant width, J Differential Geometry 5 (1969) 103-110, says: the curve $$x_1=h\cos\theta-{dh\over d\theta}\sin\theta,\qquad x_2=h\sin\theta+{dh\over d\theta}\cos\theta$$ where $h=a+b\cos3\theta$, $0\lt8b\lt a$, is analytic and of constant width. If we rotate this curve in Euclidean space ${\bf E}^n$ about an $(n-2)$-dimensional axis perpendicular to the line $\theta=0$, we obtain an analytic surface, not a sphere, of constant width in ${\bf E}^n$.
The paper may be available at https://mathweb.ucsd.edu/~fillmore/papers/a.html, https://doi.org/0.4310/jdg/1214428822https://doi.org/10.4310/jdg/1214428822, https://projecteuclid.org/euclid.jdg/1214428822