We demonstrate that THz radiation can be transduced into acoustic waves in three-dimensional graphene (3D) sponge material through a photo thermal-acoustic (PTA) mechanism. The presented photo-acoustic converter has the unique ability to turn efficiently electromagnetic waves into heat and sound. The unique combination of thermal, mechanical and electronic properties of graphene sheets arranged in a 3D structure allows achieving efficiently sound generation at THz frequencies. Specifically the PTA process is enabled by graphene properties of perfect absorber, ultralow density, small inertia and negligible heat capacity. The reported diagnostic is sensitive to exceptionally large electromagnetic range covering microwaves, THz and optical frequencies.