Polyethylene is one of the most commonly used non-polar polymers. However，to date, there have been few relatively papers studying polyethylene/graphene composites with high mechanical properties via melt processing. Due to the high specific area and hydrophobic nature of graphene, it is extremely difficult to fabricate graphene polymer composites without the re-stacking and re-aggregation of graphene sheets. In this work, by applying the solid-state shear milling (S3M) technique in preparation of a graphene/HDPE composite, we successfully solved the problems mentioned above. Using S3M technique to treat the reduced graphene oxide and high-density polyethylene (HDPE) in the solid state, a mechanochemical method of preparing a superfine highly exfoliated graphene/HDPE compounding powder at room temperature was studied. High mechanical performance HDPE/graphene composites were manufactured via melting processing, achieving both reinforcing and toughening effects at the same time. The elongation at break was improved by almost 5 times, the impact strength was improved by 56% at most, and the tensile strength was also improved obviously compared to the conventionally blended composites. Transmission electron microscopy, scanning electron microscopy and wide-angle X-ray diffraction revealed that the graphene sheets were exfoliated into individual sheets inside the polymer matrix. Fourier-transform infrared confirmed that new chemical bonds were generated between graphene and HDPE chains after S3M process. Thermal analysis indicated that the interaction between HDPE and graphene was strengthened. Because of solventless nature, extensive adaptability and industrial compatibility, this is a method of high efficiency and low energy consumption. Acknowledgements：This project was supported by State Key Laboratory of Polymer Materials Engineering (Grant No.sklpme2014-1-04) and the National Natural Science Foundation of China (Grant No. 51433006).