I report on the first observed self-amplification by stimulated emission of 0.2THz and 1.63THz radiation using InGaAs/GaAs HEMT operating in the deep saturation regime at room temperature. I demonstrate both theoretically and experimentally that the Sub-THz and THz FETs response is due to rectification of the nonlinear dependence of the device current-voltage characteristics. FETs do operate as a nonlinear THz mixers and rectifiers and its open-drain responsivity is given by a similar expression to that of zero-bias Schottky diode detector. However, operating FETs deep in the saturation regime does allow the accurate tuning of the device to the resonance condition or the negative resistance mode at room temperature, hence FETs can be tuned in the deep saturation regime to enable sub-THz and THz lasing effect. This observed sub-THz and THz laser phenomena using FETs will revolutionize human technology in all fields of life in the near future.