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This paper presents transition from coplanar waveguide (CPW) to rectangular waveguide for W -band (75-110 GHz) operations. The waveguide consists of a cosine-shaped fin extending from the upper waveguide wall onto the CPW signal electrode. The design features direct integration of the waveguide with opto-electronic devices on lithium niobate (LiNbO3) for the applications of millimeter wave to optical signal processing. Simulations and measurements show that the model works very well over the entire W-band. Measurements of fabricated devices have yielded return loss of more than 10 dB and insertion loss of about 2.8 dB over the operating bandwidth.