This paper presents experiments to assess and understand the feasibility of millimeter-wave (mmWave) radios for aerial links at low altitude, namely drone communications. In this preliminary study, a Commercial Off-The-Shelf (COTS) mm Wave radio is attached to a DJI Matrice 600 Pro drone. The measurement campaign reveals that while the technology is promising, the range is extremely limited, i.e., approximately 30m. Our analysis shows that the poor range is likely due to low-directionality of today's COTS devices as well as poor rate adaptation in mobile environments. More antennas at both the transmitter and the receiver, along with better 3D beamforming, will be essential to boosting the communication range and thus making this a viable technology for use cases such as high definition real-time monitoring in disaster response scenarios or rapid deployment of multi-Gbps aerial links to expand connectivity in underserved areas.