This Letter presents a V-band gapless orthogonal frequency division multiplexing (OFDM) RoF system at 60 GHz employing a power detector to support vector signal down-conversion. Additional RF tone is generated and transmitted from a central station to replace the local oscillator at a wireless receiver for power detector down-conversion. To enhance the spectrum efficiency, the gap between the OFDM signal and the RF tone is not needed. However, the down-converted signal will suffer signal-to-signal interference (SSBI). In this Letter, we propose and successfully employ a novel Volterra nonlinear compensation to mitigate SSBI, resulting in a 22% data rate improvement with a bit-loading algorithm.