Two types of thermionic cathodes were constructed to investigate the effect of thermal insulation gaps on the performance of a gyrotron. They were installed and tested in a 0.2-THz gyrotron, FU-CW-GIA. The simulation results have shown substantial deterioration in the electron beam quality and decreases in the output power in case of a cathode which has the thermal insulation gaps at the edge of the emitter. However, contrary to the numerical predictions, reductions in the power observed with that cathode were rather small under the optimized experimental conditions.