This letter presents the design, fabrication, and measurement of an X-band self-heating radio frequency (RF) power sensor which senses the RF power to heat conversion by two thermocouples. In order to increase the sensitivity of the power sensor, a gradient coplanar waveguide design and a substrate micromachining technique are utilized to improve the efficient temperature difference between hot and cold junctions of the thermocouples. This power sensor is built using a GaAs MESFET process. Measured reflection coefficient is less than -15.5 dB at 8-12 GHz. Experiments demonstrate that the self-heating power sensor has resulted in average sensitivities of about 2.5 mV ·mW-1 at 10 GHz, with a good linearity of the output response, and more than 2.0 mV ·mW-1 at 8-12 GHz. The response time of about 2 ms is obtained for an input 10 GHz and 1-100 mW step signal.