Graphene films with high hydrophobic and adhesive performance were fabricated via two simple steps: chemical exfoliation of natural flake graphite following redox, and film formation by suction filtration without any chemical modification. Irregularly stacked multilayer graphene nanosheets comprised the microstructure, whereas folding and agglomeration of graphene nanoflakes with few layers comprised the nanostructure. The films also showed remarkable surface wettability and reversible transition from hydrophobicity to hydrophilicity via periodic alternation of ultraviolet irradiation and air storage. Based on Wenzel's theory and adsorption dynamics, an optimum mechanism is proposed for the surface wettability behavior. On the one hand, the film microstructure and nanostructure enhance the graphene surface hydrophobicity. On the other hand, the capillary force is maximized by the nanostructure such that water fills the grooves of the rough solid surface. This result is a strong interaction between water and the film surface giving highly adhesive property to the films. The highly hydrophobic and adhesive performance of the graphene films could be useful in the device and biomaterials application.