Exploration of outer space sparked interest in Lunar in-situ construction, which shows great advantages in material availability, low cost, and ease of construction. In this work, different weight ratios of graphene were added to regolith powder to investigate their effects on the sintering process and the mechanical properties of the regolith powder. After mixing and compacting, the graphene-regolith composite was sintered under high temperatures to obtain the consolidated solids. The phase distribution and formation of the sintered solids were characterized using energy-dispersive X-ray and X-ray diffraction spectroscopy. The mechanical properties of the modified regolith were studied by the nano and micro-indentation experiments. The results revealed that the dispersion of graphene could not only construct a typical continuous 3D hybrid network structure but also improve the mechanical property of the sintered composite.