Sub-terahertz and terahertz frequency ranges remain the least studied from the point of view of gas discharge physics. Investigation of terahertz gas discharge, sustained by the powerful focused beams of the electromagnetic radiation, has become possible recently due to the development of the powerful sources in this range (FELs and gyrotrons) and is of interest both from a fundamental research and from possible applications. This work presents the results of the studies of the discharge propagation under the action of the focused beam of sub-terahertz (250 GHz) gyrotron. The discharge propagation velocity towards electromagnetic radiation was measured in air in the wide pressure range (0.01 – 1 atm). The focusing system provided the size of the focal spot of (2–3)·λ, which ensured the investigation of discharge phenomena in a wide pressure range. The optical glow of the discharge was recorded with the help of a speed camera. The discharge appeared in the focal spot spread towards heating radiation into the area with the field intensity much less than one in the focal spot. Velocity of the discharge propagation was measured by using photos from speed camera with small exposure (down to 20 ns). It was demonstrated that discharge velocity increase along with pressure decrease and drops with electric field decrease as it moves away from the focal spot.