We propose an optical dual-single-sideband (dual-SSB) modulated 16384-quadrature amplitude modulation (QAM) photonic vector millimeter-wave (mm-wave) signal generation scheme based on delta-sigma modulation (DSM). With the aid of the DSM, the severe nonlinear distortion of envelope detection for high-order QAM modulation signals in wireless communication can be effectively resolved. For the validation of our proposed scheme, we experimentally demonstrate the generation of a 40 GHz 16384-QAM orthogonal frequency division multiplexing (OFDM) photonic vector mm-wave signal and transmission over a 25-km standard single-mode fiber (SSMF), and a 1-m wireless link with the bit error ratio (BER) reaches the hard-decision forward-error-correction (HD-FEC) threshold of 3.8 × 10-3.