The aim of this paper is to compare the power measurement capabilities in millimetre- and sub-millimetre-wave frequency bands of several national metrology institutes and one research institute. The first comparison, in WR-6.5 waveguide (110 GHz to 170 GHz), involved NPL, TUBITAK UME and PTB. The second comparison, in WR-1.5 waveguide (500 GHz to 750 GHz), involved NPL, METAS, TUBITAK UME, LNE, WAT, GUM and VDI. Two types of travelling standards were used for these comparisons: a thermoelectric power sensor in the WR-6.5 band and a calorimetric power sensor in the WR-6.5 and WR-1.5 bands. The thermoelectric power sensor was characterised by the participants against their own standards and a generalised effective efficiency was calculated. The calorimetric power sensor operating in the WR-6.5 band was measured to observe its behaviour during the comparison and was also measured in the WR-1.5 band after being fitted with a suitable waveguide taper and used in conjunction with a frequency multiplier. The participants measured the output of the calorimetric power sensor and their own power sensor standard. A normalised power ratio method was used as a comparison parameter for the WR-1.5 band measurements. In addition, a pyroelectric power standard was used by METAS to measure absolute power, and a frequency of 650 GHz was used as a link between the absolute power and the power ratios. Finally, all but two of the measurement points compared between the participants achieved agreement in terms of En scores less than 1. For the first time, an interlaboratory comparison of power measurements at sub-millimetre frequencies has been performed and, overall, good agreement was achieved between the different laboratories.