Multi-link device configured for initial power management modes after multi-band link enablement

An apparatus for implementing power control for a radio device that has multiple radio transceivers operating in different bands, including sub-bands of a single frequency band. The device implements a power control protocol for communications between the device and a similar peer device. The device sets-up the power control protocol by generating a request to use one of the multiple bands to signal power control operations, and to use another one of the multiple bands to transfer data between the device and the peer device. The device sends the request to the peer device and receives a response. Based on the response, the device identifies a control channel band and a data channel band from among the multiple bands.