In this paper, a millimeter-wave (mmWave) full-duplex (FD) cloud radio access network (C-RAN) for 5G and beyond systems is studied, where the central unit is equipped with multiple antennas, and the spatially distributed remote radio heads (RRHs) operate in FD mode. In particular, we analyze a relay selection method based on end-to-end signal to interference plus noise ratio (SINR) in the proposed system. Distinguishing features of mmWave communications such as Rician small scale fading, path loss, blockage and directivity are taken into account in both fronthaul (FH) and access links. In order to have a comparison basis, the performance of the RRH selection method is also investigated in half-duplex (HD) mmWave C-RAN. Initially, the expression of the end-to-end SINR in the proposed system is derived, and then the cumulative density function (CDF) of the end-to-end SINR is derived in both FD and HD RRHs. Subsequently, we derive performance expressions such as outage probability, average rate and energy efficiency for the RRH selection method in the proposed system in both HD and FD mmWave C-RAN. Finally, the effectiveness of the RRH selection method and the accuracy of the obtained results are verified via Monte Carlo simulation results, which show that the RRH selection method in the mmWave FD C-RAN improves the performance significantly.