Millimeter wave (mmWave) communication works in the frequencies above 6 gigahertz (GHz), with the system bandwidth up to 500 megahertz (MHz) or wider. In this case, the channel situations are dramatically different from the existing wireless channels in Third Generation/Fourth Generation (3G/4G) communication systems, and the stationarity of mmWave channels could be very different from our former knowledge. The focus of this paper is to study the frequency and spatial stationarities of mmWave channels. For better understanding, we compare the stationarity regions between mmWave channels and the channels below 6 GHz. First, the general average power delay profile (APDP) method is introduced as a metric to determine the size of the stationarity regions in time, frequency, and spatial domains. Then, the general APDP method is applied in the data analysis of a channel measurement. We find that the frequency stationarity regions of the channels are much larger in mmWave bands above 6 GHz than those in conventional bands below 6 GHz, while the spatial stationarity regions of the channels are much smaller in mmWave bands above 6 GHz than those in conventional bands below 6 GHz.