The electromagnetic characteristics of the double confocal waveguide for a gyro-TWT is investigated in details. The eigenvalue and the field distribution of two kinds of steady-state modes in a double confocal waveguide, namely the superposition mode and the ring mode, are calculated with the scalar formulation of Huygens’ Principle, the theoretical results agree well with those from the commercial CST software. When the anti-phase superposition mode TE₀₆ mode is chosen as an operating mode in a gyro-TWT, the diffractive loss of the potential parasitic modes is far greater than that of the operating mode. It means that the potential parasitic modes can be suppressed by means of its own diffractive loss in a double confocal waveguide. The mode density in a double confocal waveguide is higher than that in a single confocal waveguide, but far lower than that in a cylindrical waveguide. Compared to the single confocal waveguide, a higher beam-wave interaction efficiency can be obtained in the double confocal waveguide for a gyro-TWT, it is an appropriate choice to choose a double confocal waveguide as the beam-wave interaction structure in a gyro-TWT.