This paper introduces an innovative silicon-micromachined, low-profile, high-gain antenna designed for wideband performance in the whole 500-750 GHz waveguide band. The novel antenna concept is based on an elliptical Fresnel Zone planner lens with optimized distribution of the zone dimensions. Furthermore, without requiring any extra phase compensating components, the design ensures circular polarization, which was measured to an axial ratio of better than 2.5 over the whole waveguide band (40% fractional bandwidth). The measured gain ranges from 24.3 to 25.7 dBi, and the return loss is better than 15 dB over the whole 250 GHz band. The 8.25mm×7.62mm large and only 526 μm thick antenna can be directly mounted onto a standard WM-380 waveguide flange. The measured radiation patterns for circular polarization, the gain, the axial ratio, and the return loss are excellently matching the simulated antenna performance. This work shows that all-dielectric antennas at THz frequencies easily outperform metal-based designs due to drastically reduced loss with only -0.85dB average radiation efficiency in the overall frequency band.