Lead sulfide (PbS) colloidal quantum dots (CQDs) solar cells possess the advantages of absorption into the infrared, solution processing, and multiple exciton generation, making them very competitive as a low-cost photovoltaic alternative. Employing an n-i-p ZnO/tetrabutylammonium (TBAI)-PbS/ethanedithiol (EDT)-PbS device configuration, the present study reports a 9.0% photovoltaic device through ZnMgO electrode engineering and graphene doping. Sol-gel-derived Zn0.9Mg0.1O buffer layer shows better transparency and higher conduction band maximum than ZnO, and incorporation of graphene and chlorinated graphene oxide into the TBAI-PbS and EDT-PbS layer respectively boosts carrier collection, leading to device with significantly enhanced open circuit voltage and short-circuit current density. It is believed that incorporation of graphene into PbS CQD film as proposed here, and more generally nanosheets of other materials, would potentially open a simple and powerful avenue to overcome the carrier transport bottleneck of CQD optoelectronic device, thus pushing device performance to a new level.