There are growing research interests in developing high-performance energy storage systems to meet the demands for large-scale and sustainable energy storage. The lithium-sulfur (Li-S) batteries have drawn numerous attentions due to their exceptionally high energy density compared with other batteries. However, achieving the high capacities with long-term cycle stability and retaining an essentially high sulfur loading remains a tremendous challenge for the designs of Li-S batteries. Graphene is regarded as a very suitable and promising addition to the compositions for Li-S batteries due to its unique two dimensional (2D) structure, high conductivity and superior mechanical flexibility. Besides, the functional groups of graphene surface can be tuned flexibly to immobilize the S/Li2Sx on the graphene surface during the cycling process. In this review, the development of graphene-sulfur composites and their applications in Li-S batteries are discussed. The attempts are also devoted to the synthesis approaches of various graphene-based sulfur composites, the graphene-sulfur interaction and the impacts on the electrochemical performances as well as the major issues of Li-S batteries.