Interferometric radars are widely used sensors for structural health monitoring. They are able to perform dynamic measurements of displacement with sub-millimeter precision. Today, the Ku-band is the most common, due to the spread of commercial systems operating in this band. At the same time, the W-band sensors are gaining ever more interest. Other popular systems work in the X-band. Since the characteristics of the measurements dramatically depend on the operative frequency, it is essential to highlight their differences. For instance, higher frequency allows for high displacement resolution, but it is more subject to phase wrapping and decorrelation effects. In this paper, a direct comparison between radars operating in X, Ku, and W-band for bridge monitoring is carried out. The radars provide frequency-modulated continuous-wave signals. Experimental campaigns were performed both in controlled and realistic scenarios (a stayed bridge). The results of the experiments demonstrate that all the three sensors are suitable for performing dynamic structure monitoring despite their differences. It is worth noting that this comparative analysis has highlighted the role of amplitude variation in phase/displacement measurement. Regarding this point, the three different bands exhibit significant differences.