Rubber/graphene composites have received much attention in recent years due to their excellent mechanical performances and functions. This paper reviews the research progress of the rubber/graphene composites in our lab, with emphasis on the processing methods, and the interface regulation and its correlation with the performance of the composites. The processing methods including latex coagulation, melt compounding, solution blending and slurry compounding, and the features and limitations of these methods are described and discussed. The interface property of the rubber/graphene composites is among the critical factors in governing the ultimate performance of the rubber/graphene composites. The effects of surface functionalization and the reduction extent on the interfacial properties and consequently on the performances (reinforcement, conductivities and permeability) of the rubber/graphene composites are disclosed. Finally, the development of this kind of fascinating composites is prospected.