Dynamic nuclear polarization (DNP) at high magnetic fields (9.2 T, 400 MHz (1)H NMR frequency) requires high microwave power sources to achieve saturation of the EPR transitions. Here we describe the first high-field liquid-state DNP results using a high-power gyrotron microwave source (20 W at 260 GHz). A DNP enhancement of -29 on water protons was obtained for an aqueous solution of Fremy's Salt; in comparison the previous highest value was -10 using a solid-state microwave power source (maximum power 45 mW). The increased enhancements are partly due to larger microwave saturation and elevated sample temperature. These experimentally observed DNP enhancements, which by far exceed the predicted values extrapolated from low-field DNP experiments, demonstrate experimentally that DNP is possible in the liquid state also at high magnetic fields.