Piezoelectric micromachined modal gyroscope (PMMG) is a novel kind of rotating rate sensor, which is based on the special thickness-shear vibrating mode of a piezoelectric body. Compared with the general vibratory micro-gyro, the PMMG has no evident mass-spring component in its structure, so it has larger stiffness and robust resistance to shake and strike. Therefore, the PMMG can be used in the high-g environment especially, such as the fuse of smart munitions. In this paper, first, the working mechanism of the PMMG is proposed. Then, two kinds of models of the PMMG are introduced, one of which is the piezoelectric rectangular parallelepiped with driving electrodes or sensing electrodes on the top and bottom surface of the body (model 1), and the other is the piezoelectric rectangular parallelepiped with concentrated masses at four corners of the top and bottom surface of the body (model 2). For the two kinds of models, the modal and harmonic analyses are conducted, and the working mode of the PMMG is obtained based on the finite element method (FEM) analysis results. It is found that for model 2 the resonance frequency of working mode is lower than that of model 1 and the vibration directivity is improved. The fabrication processes and the controlling circuits of the PMMG are detailed in this paper. The PMMG prototype test validated the results of vibration analysis of the PMMG. The introduction of concentrated masses can lower the resonance frequency and improve the vibration directivity of the working mode of the PMMG. The work in this paper provides the theoretical and experimental foundation for realizing this novel kind of micromachined gyroscope.