Many state-of-the-art fundamental and industrial projects need the use of terahertz radiation with high power and small linewidth. Gyrotrons as radiation sources provide the desired level of power in the sub-THz and THz frequency range, but have substantial free-running frequency fluctuations of the order of 10-4. Here, we demonstrate that the precise frequency stability of a high-power sub-THz gyrotron can be achieved by a phase-lock loop in the anode voltage control. The relative width of the frequency spectrum and the frequency stability obtained for a 0.263 THz/100 W gyrotron are 4 × 10-12 and 10-10, respectively, and these parameters are better than those demonstrated so far with high-power sources by almost three orders of magnitude. This approach confirms its potential for ultra-high precision spectroscopy, the development of sources with large-scale radiating apertures, and other new projects.