The first full demonstration of a high-efficiency phase-locking mechanism was accomplished in the millimeter-wave (mm wave) bands. Two modular Ka-band coaxial magnetrons were fabricated and phase-locked. The coaxial magnetron consisted of a conventional structure and a carefully designed coupling port that included an RF window. The coupling ports of two magnetrons were connected by coupling bridges to phase lock the coaxial magnetrons in zero-phase and π-phase difference mode, reaching phase-locking efficiencies of 93.4% and 95.6%, respectively. Two phase-locking modes were both verified by a mode detection system based on a symmetrical E-plane T-junction and a high bandwidth, high sample rate oscilloscope. Signals from the oscilloscope confirmed that phase-locking occurred after 25 ns and was reproducible from pulse to pulse. With higher power and more coaxial magnetrons in arrays, 1 MW may be achievable at Ka-band.