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A fully micromachined, silicon-compatible substrate integrated waveguide (SIW) structure for millimetre-wave applications is proposed and demonstrated. The proposed SIW adopts benzocyclobutene polymer filled into the silicon trench as a dielectric material of the waveguide, and via structures required for the SIW are realised by deep-etched silicon columns coated with a thin metal layer. By using these fabrication techniques, the proposed structure allows integration of the SIW with silicon-based circuits or RF MEMS devices with simple batch processes, while keeping low-loss properties of the waveguide. The fabricated SIW exhibits a low insertion loss lower than 1.4 dB at a frequency range from 25 to 40 GHz.