Quantum dots (QDs) and graphene are both promising materials for the development of new-generation optoelectronic devices. Towards this end, synergic assembly of these two building blocks is a key step but remains a challenge. Here, we show a one-step strategy for organizing QDs in a graphene matrix via interfacial self-assembly, leading to the formation of sandwiched hybrid QD-graphene nanofilms. We have explored structural features, electron transfer kinetics and photocurrent generation capacity of such hybrid nanofilms using a wide variety of advanced techniques. Graphene nanosheets interlink QDs and significantly improve electronic coupling, resulting in fast electron transfer from photoexcited QDs to graphene with a rate constant of 1.3 × 10(9) s(-1). Efficient electron transfer dramatically enhances photocurrent generation in a liquid-junction QD-sensitized solar cell where the hybrid nanofilm acts as a photoanode. We thereby demonstrate a cost-effective method to construct large-area QD-graphene hybrid nanofilms with straightforward scale-up potential for optoelectronic applications.