Microwave lenses are utilized at millimeter waves to ensure high-gain and narrow-beamwidth radiation patterns. This paper proposes full-dielectric grooved graded-index (GRIN) lenses with an improved effective permittivity profile of the lens. The proposed grooved GRIN lenses combine changes in the lens geometry with the stepped effective permittivity profile to better approximate the theoretical permittivity profile of the lens. A prototype GRIN lens has been designed, fabricated, and measured. The designed lens has diameter and thickness equal to 72 mm and 19.04 mm (5.3λ0, 1.4λ0 at the center frequency of 22 GHz), respectively. The lens covers the entire K-band (18–26.5 GHz) with aperture efficiency better than 44%. Moroever, it achieves the maximum gain and aperture efficiency of 23 dBi and 64%, respectively.