Graphene has very significant optical and electronic properties, which attract enormous attention. As a unique two-dimensional crystal with one atom thickness, it has high electron and thermal conductivities in addition to  exibility, robustness and impermeability to gases. Its ultra-broad band optical response and excellent non-linear optical properties make it a wonderful material for developing next generation photonic and optoelectronic devices. The fabrication of graphene-based devices is compatible with the existing semiconductor process, which has stimulated lots of graphene-based hybrid silicon-CMOS (Complementary metal-oxide- semiconductor transistor) applications. Here we review the latest progress in graphene-based photonic and optoelectronic devices, ranging from pulsed lasers, modulators and photodetectors to optical sensors. Other exciting topics such as graphene surface plasmons and their terahertz applications are also discussed.