In this study, we form air-cavity transmission lines on anodized aluminum substrates. The fabricated transmission lines are microstrip, grounded CPW, and microshield structures. Thick anodized alumina is used as the post of the suspending structures, and it is realized very easily using selective chemical wet-etching. The insertion losses of the fabricated transmission lines on the anodized aluminum are within a range of 0.2-0.26 dB/mm, and they improve greatly after realizing air-cavity structures to 0.043-0.076 dB/mm at 40 GHz.