Our existence in the Universe resulted from a rare combination of circumstances. The same must hold for any highly developed extraterrestrial civilisation, and if they have ever existed in the Milky Way, they would likely be scattered over large distances in space and time. However, all technologically advanced species must be aware of the unique property of the galactic centre: it hosts Sagittarius A* (Sgr A*), the closest supermassive black hole to anyone in the Galaxy. A civilisation with sufficient technical know-how may have placed material in orbit around Sgr A* for research, energy extraction, and communication purposes. In either case, its orbital motion will necessarily be a source of gravitational waves. We show that a Jupiter-mass probe on the retrograde innermost stable circular orbit around Sgr A* emits, depending on the black hole spin, at a frequency of f(GW)=0.63-1.07 mHz and with a power of P-GW=2.7x10(36)-2.0x10(37)erg/s. We discuss that the energy output of a single star is sufficient to stabilise the location of an orbiting probe for a billion years against gravitational wave induced orbital decay. Placing and sustaining a device near Sgr A* is therefore astrophysically possible. Such a probe will emit an unambiguously artificial continuous gravitational wave signal that is observable with LISA-type detectors.