A micromachined on-wafer probe is designed, fabricated and measured at W-Band as a proof of concept for probes operating at sub-millimeter wavelengths. A fabrication process is developed to create devices that combine a waveguide probe with a GSG probe tip on a 15 μm silicon substrate. This device is housed in a metal machined waveguide block that provides mechanical support for the probe and connection to a waveguide flange. Load-cell measurements show a DC contact resistance below 0.07 Ω with a force of 1 mN. A two-tier TRL calibration characterizes the operation of the electromagnetic design and an insertion loss of 1.75 dB is achieved; this is comparable with commercial probes operating in the same band.