The filter bank multicarrier (FBMC) modulation format is considered as a potential candidate for future wireless 5G due to its feature of high suppression for out-of-band emissions, which allows combining multiple sub-bands with very narrow band-gaps, and hence increases the overall wireless transmission capacity. In this paper, we experimentally demonstrate the generation of multi sub-bands FBMC signals at millimeter-wave (mm-wave) for radio-over-fiber (RoF) systems. The designed multi sub-bands FBMC system consists of 5 sub-bands of 800 MHz with inter sub-band gaps of 781.25 kHz. The composite 5 sub-bands FBMC signal is generated with no band-gap between dc to the first sub-band to preserve the bandwidth of the system. Each FBMC sub-band consists of 1024 sub-carriers and is modulated with uncorrelated data sequences. The aggregate FBMC signal is carried optically by externally modulating a free running laser and is converted to millimeter waves (mm-waves) by photomixing with another free running laser at a frequency offset of 53 GHz. At the receiver, the received electrical mm-wave signal is down-converted to an intermediate frequency (IF) and then post-processed using digital signal processing (DSP) techniques. With the use of the simple recursive least square (RLS) equalizer in the DSP receiver, the achieved aggregate data rate is 8 Gbps and 12 Gbps for 16 quadrature amplitude modulation (QAM), and 64 QAM, respectively with a total bandwidth of 4.2 GHz. The system performance is evaluated by measuring error vector magnitude (EVM) and bit error rate (BER) calculations.