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The incorporation of nanofillers such as graphene into polymers has shown significant improvements in mechanical characteristics, thermal stability, and conductivity of resulting polymeric nanocomposites. To this aim, the influence of incorporation of graphene nanosheets into ultra-high molecular weight polyethylene (UHMWPE) on the thermal behavior and degradation kinetics of UHMWPE/graphene nanocomposites was investigated. Scanning electron microscopy (SEM) analysis revealed that graphene nanosheets were uniformly spread throughout the UHMWPE’s molecular chains. X-Ray Diffraction (XRD) data posited that the morphology of dispersed graphene sheets in UHMWPE was exfoliated. Non-isothermal differential scanning calorimetry (DSC) studies identified a more pronounced increase in melting temperatures and latent heat of fusions in nanocomposites compared to UHMWPE at lower concentrations of graphene. Thermogravimetric analysis (TGA) and derivative thermogravimetric (DTG) revealed that UHMWPE’s thermal stability has been improved via incorporating graphene nanosheets. Further, degradation kinetics of neat polymer and nanocomposites have been modeled using equations such as Friedman, Ozawa–Flynn–Wall (OFW), Kissinger, and Augis and Bennett’s. The "Model-Fitting Method” showed that the auto-catalytic nth-order mechanism provided a highly consistent and appropriate fit to describe the degradation mechanism of UHMWPE and its graphene nanocomposites. In addition, the calculated activation energy (Ea) of thermal degradation was enhanced by an increase in graphene concentration up to 2.1 wt.%, followed by a decrease in higher graphene content.