Millimeter-wave (mmWave) radars have found applications in a wide range of domains, including human tracking, health monitoring, and autonomous driving, for their unobtrusive nature and high range accuracy. These capabilities, however, if used for malicious purposes, could also result in serious security and privacy issues. For example, a user's daily life could be secretly monitored by a spy radar. Hence, there is a strong urge to develop systems that can detect and locate such spy radars. In this paper, we propose $Radar^2$, a practical system for passive spy radar detection and localization using a single commercial off-the-shelf (COTS) mmWave radar. Specifically, we propose a novel \textit{Frequency Component Detection} method to detect the existence of mmWave signals, distinguish between mmWave radar and WiGig signals using a waveform classifier based on a convolutional neural network (CNN), and localize spy radars using triangulation based on the detector's observations at multiple anchor points. Not only does $Radar^2$ work for different types of mmWave radar, but it can also detect and localize multiple radars simultaneously. Finally, we performed extensive experiments to evaluate the effectiveness and robustness of $Radar^2$ in various settings. Our evaluation results show that the radar detection rate is above 96$\%$ and the localization error is within 0.3m. The results also reveal that $Radar^2$ is robust against various environmental factors (e.g., room layout and human activities).