The design of lightweight, compact-size, and high-directivity conical horn lens antenna that covers both 71-76 and 81-86 GHz bands is presented in this letter. The conventional conical moderate-gain horn antenna is integrated with a planar inhomogeneous dielectric flat transmit-array lens having diameter of 35 mm and thickness of 6.35 mm by covering its aperture. The transmit-array lens is designed based on the perforating dielectric technique that is based on the drilling of numerous holes of variable diameters through a dielectric host material. The unit cell size is about λ0/2, which allows for easier fabrication. The proposed lens consists of eight concentric zones of same width of 2.32 mm and sharing the same host dielectric material. A directivity of 26.4 dBi, 9 dBi improvement, sidelobe level (SLL) of -15.7 dB at 74 GHz and directivity of 27 dBi, 9.9 dBi improvement, and SLL of -18.4 dB at 86 GHz were achieved. The proposed horn antenna is 44.46% shorter than the conventional horn antenna producing the same directivity, where the horn antenna length reduction is a result of using the proposed transmit-array lens.