A series of novel hybrid composite were prepared from HDPE and newly synthesized Graphene / sulfur composite. Graphene / sulfur composite increased the thermal and mechanical properties of the hybrid composites. Melt compounding process was used to form thermally reduced graphene-sulfur (TRG-S) composite and HDPE- thermally reduced graphene -sulfur (H-TRG-S) hybrid composite. After melt compounding of TRG-S composite, the resulted composite was characterized using Raman, XRD and FTIR to get the understanding of the composite structures. The HDPE- thermally reduced graphene-sulfur (H-TRG-S) multi hybrid composite was characterized by using FTIR, Raman, XRD TGA and DSC. FTIR and Raman show the structural conformation in the multi composites. XRD gives the sulfur and graphene distribution in the polymer and also the nucleation behavior of polymers with increasing TRG-S concentration. DSC analysis suggests that with increasing the TRG-S concentration the crystallization was increased in the hybrid composite. The effects of nucleation and crystallization behavior on the thermal, morphology and mechanical properties of the melt compounded H-TRG-S composites are studied in this work.