Ionization-induced self-channeling of a ≤500 MW, 9.6 GHz, <1 ns microwave beam injected into air at ∼4.5×10^{3} Pa or He at ∼10^{3} Pa is experimentally demonstrated for the first time. The plasma, generated by the impact ionization of the gas driven by the microwave beam, has a radial density distribution reducing towards the beam axis, where the microwave field is highest, because the ionization rate is a decreasing function of the microwave amplitude. This forms a plasma channel which prevents the divergence of the microwave beam. The experimental data obtained using various diagnostic methods are in good agreement with the results of analytical calculations, as well as particle in cell Monte Carlo collisional modeling.