The propagation characteristics of a high-power microwave [electromagnetic (em) wave] in a plasma waveguide are reported. The plasma waveguide is formed by expanding plasmas via the ponderomotive force of the high-power microwave and the microwave pulse remains trapped within the plasma waveguide and is guided in it. With the increase of the incident microwave power, the width of the plasma waveguide increases and the half width of the radial electric field distribution decreases. This shows that the em wave modifies the refractive index of the plasma waveguide area. For a plasma waveguide with narrower width, the microwave propagates along the plasma waveguide at the fundamental TE mode, while as the waveguide width increases the higher mode component starts appearing. Analytical treatment to the propagation of the electromagnetic wave in a dielectric waveguide having a step-index profile and the numerical calculations for the radial distribution of the electric field show fairly good agreement with the results observed in the present experiments.