The self-heating effect of a graphene transistor on the transport properties was studied. Different dielectric layers, SiO2 and AlN, which have different thermal conductivities, were used to tune the thermal dissipation of the graphene transistor. An obvious change in channel resistance and a shift of charge neutrality point were observed during the operation of the transistor with SiO2, while the change is slight when AlN is the dielectric layer. This observation is considered to be related to the temperature determined desorption rate of p-type dopants in graphene.