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 (>106). 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 TE1 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 ≈3.4×106 spanning an 80-nm bandwidth. The measured loaded Q factor is ≈2.1×106. Ultralow reflection losses (≈0.05dB) and propagation losses (≈0.18dB/cm) are experimentally realized.