Millimeter wave (mmWave) generation using photonic techniques has so far been limited to the use of near-infrared lasers that are down-converted to the mmWave region. However, such methodologies do not currently benefit from a monolithic architecture and suffer from the quantum defect i.e. the difference in photon energies between the near-infrared and mmWave region, which can ultimately limit the conversion efficiency. Miniaturized terahertz (THz) quantum cascade lasers (QCLs) have inherent advantages in this respect: their low energy photons, ultrafast gain relaxation and high nonlinearities open up the possibility of innovatively integrating both laser action and mmWave generation in a single device. Here, we demonstrate intracavity mmWave generation within THz QCLs over the unprecedented range of 25 GHz to 500 GHz. Through ultrafast time resolved techniques, we highlight the importance of modal phases and that the process is a result of a giant second-order nonlinearity combined with a phase matched process between the THz and mmWave emission. Importantly, this work opens up the possibility of compact, low noise mmWave generation using modelocked THz frequency combs.