The monolithic integration of Fabry-Perot cavities has many applications, such as label-free sensing, high-finesse filters, semiconductor lasers, and frequency comb generation. However, the excess loss of integrated reflectors makes it challenging to realize integrated Fabry-Perot cavities working in the ultrahigh-$Q$ regime ($>{10}^6$). Here, we propose and experimentally demonstrate what we believe is the first silicon integrated million-$Q$ Fabry-Perot cavity. Inspired by free-space optics, a novel monolithically integrated retroreflector is utilized to obtain near-unity reflectance and negligible reflection losses. The corner scattering in the retroreflector is prevented by the use of the ${\mathrm{TE}}_1$ mode, taking advantage of its zero central field intensity. Losses incurred by other mechanisms are also meticulously engineered. The measurement results show resonances with an ultrahigh intrinsic $Q$ factor of $\approx 3.4\times {10}^6$ spanning an 80-nm bandwidth. The measured loaded $Q$ factor is $\approx 2.1\times {10}^6$. Ultralow reflection losses ($\approx 0.05\mathrm{dB}$) and propagation losses ($\approx 0.18\text{dB/}\mathrm{cm}$) are experimentally realized.