Disclosed in the present disclosure are a self-fused graphene fiber and a method of preparing the same. Dried graphene oxide fibers are soaked in a solvent to swell and then the fibers are pulled out and coalesced. After being dried, the graphene oxide fibers are fused together, and then are further reduced to obtain a self-fused graphene fiber. The entire self-fusion process can be quickly finished within one minute without adding any additional binder. The operation is simple and time-saving. The process is environmentally friendly; the bond strength is high, and the excellent properties such as outstanding mechanical strength and electrical conductivity of the graphene fibers themselves can be maintained. The present disclosure has great research and application value for further preparation of two-dimensional graphene fabrics or three-dimensional network bulks with excellent performance.