An end mill chucking structure for chucking an end mill. The chucking structure includes an end mill holder; a shank receivable in an axial opening in the holder; a cone having an exterior cone shape adapted to be received in a drive spindle and an axial opening that is telescopically received on the shank; and a retention knob mounted on the cone and connected to the shank for axially pulling the shank toward a position in which an integral neck on the cone is received in an opening in the tool holder. The retention knob is rotated to pull the neck into a tapered structure on the shank to wedge the neck in the tool holder.