In this Letter, a fiber-wireless integration system at Ka-band adopting heterodyne coherent detection is proposed and experimentally demonstrated. Optical I/Q up-conversion is realized with a low-cost dual-drive Mach-Zehnder modulator (DD-MZM) instead of the traditional I/Q nested MZM. To avoid non-convergence during constant-modulus-algorithm-based equalization, DC elimination is applied to suppress the ultra-high peak in the frequency domain after frequency down-conversion and symbol-phase-average-processing-based coarse phase noise estimation. Using DD-MZM for optical I/Q modulation, transmission, and reception of single polarization, 20-Gbit/s quadrature phase shift keying (QPSK) over 40-km single-mode fiber (SMF) and 5-m free space at Ka-band is demonstrated.