In a class of high quality (Q-) factor dielectric resonators with low radiative losses, including popular whispering-gallery mode (WGM) resonators with high azimuthal mode numbers, due to high confinement of modal field in dielectric, the Q-factor is limited by the value of inverse dielectric loss tangent of dielectric material. Metal enclosures necessary for device integration only marginally affect the Q-factor while eliminating the residual radiative loss and allowing the optimization of input and output coupling. While very high Q-factors similar to 200 000 are available in sapphire WGM resonators in X-band, at millimeter wave frequencies increasing dielectric loss limits the Q-factor to much smaller values, e.g. similar to 50000 and similar to 25000 for quasi-TE and quasi-TM modes, correspondingly, at 36 GHz. The use of distributed Bragg reflection (DBR) principle allows to push modal energy outside dielectric while also isolating it from Joule losses in metallic enclosure walls. Very high similar to 600 000.> tg delta has been demonstrated in X-band [C. A. Flory and R. C. Taber, IEEE Trans. Ultrason., Ferroelectr., Freq. Control <bold>44</bold>, 486-495 (1997).] at the expense of impractically large dimensions. In this work, we report on the assembly and testing of a compact Ka-band sapphire distributed Bragg reflector cavity characterized with Q-factor seven times larger than one predicted by the material's dielectric loss at the frequency of interest. An intrinsic Q-factor of similar to 200 000 is demonstrated at 36 GHz for the lowest order TM-mode of a sapphire DBR. The resonator has 50 cm(3) volume, smaller than previously demonstrated DBRs.