Gigahertz to terahertz radiation sources based on cold-cathode vacuum electron technology are pursued, because its unique characteristics of instant switch-on and power saving are important to military and space applications. Gigahertz gyrotron was reported using carbon nanotube (CNT) cold-cathode. It is reported here in first time that a fully-sealed CNT cold-cathode 0.22 THz-gyrotron is realized, typically with output power of 500 mW. To achieve this, we have studied mechanisms responsible for CNTs growth on curved shape metal surface, field emission from the sidewall of a CNT, and crystallized interface junction between CNT and substrate material. We have obtained uniform growth of CNTs on and direct growth from cone-cylinder stainless-steel electrode surface, and field emission from both tips and sidewalls of CNTs. It is essential for the success of a CNT terahertz gyrotron to have such high quality, high emitting performance CNTs. Also, we have developed a magnetic injection electron gun using CNT cold-cathode to exploit the advantages of such a conventional gun design, so that a large area emitting surface is utilized to deliver large current for electron beam. The results indicate that higher output power and higher radiation frequency terahertz gyrotron may be made using CNT cold-cathode electron gun.