In this paper, a 400-GHz silicon micromachined elliptic cavity waveguide filter with two transmission zeros on both sides of the passband is presented. The filter is cascaded by two elliptic cavities which are operating at quasi- ${\rm TM}_{110}$ mode. Each elliptic cavity can introduce a transmission zero near the passband of the filter. By adjusting the axial-ratio (AR) of the elliptic cavity, the position of the introduced transmission zero could be moved to the upper side or the lower side of the passband. The micromachining process of deep reactive ion etching (DRIE) is used for the fabrication. The measured 3-dB bandwidth of the filter is 7.52%, from 380.2 to 409.9 GHz, and the measured insertion loss is 2.84 dB, including extra waveguide of about 4.5 mm at the input and output ports. In addition, the insertion loss of straight waveguide is also measured and analyzed. Then, an analysis method for the loss property is summarized. According to the measurement, the unit length loss of the waveguide is about 0.144 dB/mm at 400 GHz.