The design and characterisation of a millimetre wave uni-travelling-carrier photodiode with a monolithically integrated matching (impedance transform) circuit utilising a coplanar-waveguide short stub are presented. The device with the matching circuit shows about 50% higher efficiency at 100 GHz than the one without it. The frequency response was characterised through time-domain measurement by means of an electro-optic sampling technique. The 1 dB down bandwidth of the device is as wide as 40 GHz, and the frequency response characteristics are in good agreement with circuit model calculations. The maximum saturation output power is 20.8 mW at 100 GHz for a bias voltage of -3 V, which is the highest output power ever generated directly from a photodiode in the W-band.