In this work, mechanically strong and electrically conductive poly(N,N-dimethylacrylamide) (PDMAA)/pristine graphene (GR) nanocomposite hydrogel was synthesized by directly dispersing pristine GR into N,N-dimethylacrylamide (DMAA) monomers, which have been commonly used to prepare polymeric hydrogel as reactive monomers. Results showed that the introduction of GR nanosheets as physical cross-linking and its cooperation with organic cross-linker N,N-methylene bisacrylamide (BIS) were found to efficiently improve the mechanical strength, dimensional homogeneity of pore structure, thermal and electrical conductivity of resultant PDMAA hydrogels. More importantly, the intrinsic interaction between DMAA monomer and GR was systematically analyzed by ultraviolet-visible (UV-Vis) spectrophotometer, nuclear magnetic resonance (H-1 NMR) and rheological test for the first time. These studies help us understand the formation mechanism of PDMAA hydrogel when graphene was added, as well as the fundamental parameters that govern the properties of hydrogels.