Wrapping metal nanoparticles (NPs) in graphene shells has emerged as a promising strategy to design highly active and stable catalysts. A facile direct co-pyrolysis approach was proposed to prepare a carbon-supported nitrogen-doped graphene-coated copper NP composite (Cu@NG/C) to catalyze the oxidative carbonylation of methanol to dimethyl carbonate (DMC) effectively. Compared with a carbon-supported copper catalyst (Cu/C) without graphene coating, the optimized Cu@ NG/C-700 catalyst has a grain size of Cu NPs of around 15.2 nm with an NG layer thickness of similar to 2.0 nm and exhibits high catalytic activity (DMC space time yield, 1881 mg.g(-1).h(-1)) and excellent stability after five reaction cycles. The NG shell allows the diffusion of the reactant and product molecules while acting as a layer of protection to prevent leaching and agglomeration of Cu NPs. In addition, the introduction of nitrogen strongly increased the charge transfer carrier density and therefore promoted the absorption of CO on the active copper sites. The confinement effect of the NG wrapping layer markedly enhanced the catalytic performance of the copper cores in methanol oxidative carbonylation, which may have great potential in fabricating advanced carbon-supported metal catalysts.