The graphene and hybrid graphene/poly(methy methacrylate) (PMMA) were fabricated for use in volatile organic compound (VOC) detection. Graphene was synthesized on copper foil by chemical vapor deposition (CVD). To remove Cu foil, PMMA was coated on graphene by spin-coating (hereafter referred to as graphene/PMMA) and transferred to silicon substrate with silicon dioxide layer (SiO2/Si) by wetting transfer process. For comparison, a PMMA layer was removed in order to achieve a pristine graphene. Graphene and hybrid graphene/PMMA sensors showed the highest sensor response to ethanol. Responses of the graphene to ethanol, dichloromethane and benzene were 5.62, 20.06 and 35.09 times higher than that of hybrid graphene/PMMA. The sensor response of graphene can be described in terms of the dielectric constant of VOC. In addition, the sensor response of hybrid graphene/PMMA to benzene and dichloromethane would be attributed to the Hansen solubility parameter (HSP), while that of ethanol is related to the molecular size. These results suggest that the integration of graphene with PMMA is a promising approach for the selectivity for VOC detection.