Periodic dielectric-loaded waveguide is one of the diaphragmatic waveguides. For the excellent mode-selective propagation ability, it is of value for applications in gyrotron-traveling-wave amplifiers (gyro-TWT), accelerators, and other microwave propagation systems. This paper focuses on studying the application of the strong lossy-dielectric- loaded periodic waveguide in millimeter-wave gyro-TWT. It is revealed that due to the lossy property of the dielectric, the energy in the dielectric slots is absorbed effectively and the high order Bloch harmonics induced by the periodicity of the structure are suppressed, which changes the discrete spectrum under losstess condition into a continuous one. As a result, the periodicity of the system is severely suppressed and a mode in the hollow region could be approximated by a fast wave mode in an empty waveguide. These results bring specific guidance for the applications of the lossy dielectric-loaded waveguide in gyro-TWTs and other devices.