A compact waveguide incorporating a high-index nano-ridge sandwiched between graphene sheets is proposed for the direct generation of graphene plasmonic polaritons (GSPs) via four wave mixing (FWM). The proposed waveguide supports GSP modes at the THz frequencies and photonic modes at the infrared wavelengths. Due to the strong confinement of coupled graphene sheets, the GSP modes concentrate in the high-index nano-ridge far below the diffraction limit, which improves integral overlap with the photonic modes and greatly facilitates the FWM process. To cope with the ultra-high effective refractive of the GSP modes, an alternative energy conservation diagram is selected for the degenerated FWM, which corresponds to one pump photon transfers its energy to two signal photons and one GSP photon. The single mode condition of the generated symmetric GSP modes is analyzed by the effective index method to suppress the undesired conversion. Due to the unique tunability of GSPs, the phase matching condition can be satisfied by tuning the chemical potential of the graphene sheets employing external gates. The FWM pumped at 1,550 nm with a peak power of 1 kW is theoretically investigated by solving the modified coupled mode equations. The generated GSP power reaches its maximum up to 67 W at a propagation distance of only 43.7 μm. The proposed waveguide have a great potential for integrated chip-scale GSP source.