Coherent Smith-Purcell radiation generated by bunched electron beam in the lamellar metal and dielectric gratings in the millimeter wavelength range was compared theoretically and experimentally. For theoretical estimation a simple model suitable for both dielectric and metal gratings was developed. Experimental comparison was carried out using extracted bunched 6.1 MeV electron beam of the microtron at Nuclear Physics Institute (Tomsk Polytechnic University). Both theoretical estimations and experimental data showed the difference of the radiation characteristics from the lamellar metal and dielectric gratings. The radiation from the dielectric grating had peak structure not monotonic one and was more intense comparing with metal grating radiation in the wavelength less than coherent threshold. These differences may be useful for research and development of new compact monochromatic radiation sources in sub-THz and THz region.