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In this article, we present a novel nonlinear vector network analyzer (NVNA) setup for charactering the in-band full-duplex (IBFD) performance of millimeter-wave antenna systems. To achieve millimeter-wave modulated measurements on dense spectral grids, this NVNA setup utilizes user-defined: 1) digitally-modulated test stimuli; 2) multisine phase reference; and 3) pulsed-radio frequency (RF) phase calibration standards for test bench establishment and calibration. To create the IBFD test scenario, a special design of test stimuli is developed for antenna characterization, where the spectral components of two periodical transmitting signals (digitally modulated within the same frequency band) do not overlap with each other. In this way, the desired magnitude and phase information of transmitted and received signals can be easily separated and extracted from the NVNA measurements, to support various frequency-, time-, and digital-domain analysis. The validity of the proposed NVNA setup is experimentally verified at 28 GHz, where the error vector magnitude (EVM) results of 100 MSymbol/s 64-QAM test signals are from 2.0% to 2.3%. From the application perspective, this measurement setup and test method can be widely used for fifth-generation (5G)-oriented over-the-air test of IBFD antenna systems. [ABSTRACT FROM AUTHOR]