A novel chain bunching cavity of gyroklystron amplifier, which is the clustered-cavity with TE mode, is studied. Analysis and calculations have been done by using three-dimensional electromagnetic code. The effect of loss medium on Q factor of bunching cavity is discussed, and the influence of the number of coupling-holes on resonance characteristic is also analyzed. Simulation results are in good agreement with cold-test experiment. Finally, a chain bunching cavity is designed for the developing Ka-band frequency-tripling gyroklystron amplifier.