In this paper, we compare the radio propagation channels characteristics between 28 and 140 GHz bands based on the wideband (several GHz) and directional channel sounding in a shopping mall environment. The measurements and data processing are conducted in such a way to meet requirements for a fair comparison of large- and small- scale channel parameters between the two bands. Our results reveal that there is high spatial-temporal correlation between 28 and 140 GHz channels, similar numbers of strong multipath components, and only small variations in the large-scale parameters between the two bands. Furthermore, when including the weak paths there are higher total numbers of clusters and paths in 28 GHz as compared to those in 140 GHz bands. With these similarities, it would be very interesting to investigate the potentials of using 140 GHz band in the future mobile radio communications.