Spectroscopy is a powerful tool to probe physical, chemical, and biological systems. Recent advances in microfabrication have introduced novel, intriguing mesoscopic quantum systems including superconductor-semiconductor hybrid devices and topologically non-trivial electric circuits. A sensitive, general purpose spectrometer to probe the energy levels of these systems is lacking. We propose an on-chip absorption spectrometer functioning well into the millimeter wave band which is based on a voltage-biased superconducting quantum interference device. We demonstrate the capabilities of the spectrometer by coupling it to a variety of superconducting systems, probing phenomena such as quasiparticle and plasma excitations. We perform spectroscopy of a microscopic tunable non-linear resonator in the 40-50 GHz range and measure transitions to highly excited states. The Josephson junction spectrometer, with unprecedented frequency range, sensitivity, and coupling strength will enable new experiments in linear and non-linear spectroscopy of novel mesoscopic systems.