Phase shifters based on double dielectric slab-loaded air-filled substrate-integrated waveguide (SIW) are proposed for high-performance applications at millimeter-wave frequencies. The three-layered air-filled SIW, made of a low-cost multilayer printed circuit board process, allows for substantial loss reduction and power handling capability enhancement compared with the conventional dielectric-filled counterpart. It is of particular interest for millimeter-wave applications that generally require low-loss transmission and high-density power handling. Its top and bottom layers may make use of a low-cost standard substrate, such as FR-4, on which baseband analog or digital circuits can be implemented so to obtain very compact, low cost, and self-packaged millimeter-wave integrated systems compared with the systems based on rectangular waveguide while achieving higher performance than the systems based on the conventional SIW. In this paper, it is demonstrated that transmission loss can be further improved at millimeter-wave frequencies with an additional polishing of the top and bottom conductor surfaces. Over Ka-band, an improvement of average 1.56 dB/m is experimentally demonstrated. Using the air-filled SIW fabrication process, dielectric slabs can be implemented along conductive via rows without any additional process. Based on the propagation properties of the obtained double dielectric slab-loaded air-filled SIW, phase shifters are proposed. To obtain a broadband response, an equal-length compensated phase shifter made of two air-filled SIW structures, offering a reverse varying propagation constant difference against frequency, is proposed and demonstrated at Ka-band. Finally, a single dielectric slab phase shifter is investigated for comparison and its bandwidth limitation is highlighted.