The thermopile-based thermoelectric sensor has emerged as an important approach for microwave power measurement. It employs the Seebeck effect, which converts the microwave power into the heat and generates the thermovoltage. However, the sensitivity of the current existed planar thermopile-based sensor is low and thus constrains its wide application. This is mainly caused by the heat losses of the substrate in the conversion process of microwave power-heat-electricity. In this paper, a novel embedded power sensor based on the InP DHBT process in transferred-substrate technology is presented. The thermopile is embedded in the Benzocyclobutene (BCB) to reduce heat loss. The electromagnetic and thermal co-simulation method is used to evaluate sensor performance. The proposed sensor could operate in a wide frequency bandwidth with a low port reflection loss and high sensitivity. The simulation results show that the port return loss is less than −18.6 dB from 20 GHz to 200 GHz. Meanwhile, the average sensitivity is higher than 1.02 mV/mW with excellent linearity.