In this paper, an antenna gain measurement method for millimeter-wave antennas in an on-wafer probe station environment is studied. The one-antenna gain measurement has been known since the 1940s. However, the authors believe that this extension of their previous work is the first time when the method is systematically studied in the on-wafer probe station environment. The main difference between the original one-antenna gain measurement and our method is that in the probe station environment, the space is limited and, therefore, the reflecting plate dimensions are limited. We have studied the effect of the reflector size limitation through computations using physical optics and through measurements with a standard gain horn (SGH) and with a printed microstrip patch antenna. The necessary size of the reflecting plate naturally depends on the beamwidth of the antenna under test and on the distance. Time gating has been applied in the retrieving calculation to filter out multiple reflections. According to this paper, the one-antenna gain measurement in the W-band results in the correct antenna gain with very high accuracy for the highly directional SGH. For the patch antenna, the gain measured in the on-wafer probe station environment agrees well with the simulated one.