It is well known that graphene is a very promising material due to its excellent physical, chemical, and thermal properties. Previously, ridges in graphene on a substrate were found in epitaxial graphene on a SiC substrate. It was found in this study that ridges can be made on a graphene layer via mechanical exfoliation on a sapphire substrate, and that ridges can be created or removed through heating and cooling. Due to the difference of the thermal-expansion coefficients of the substrate and graphene, it can be said that thermal cycling causes compressive strain, which is released by forming ridges. Annealing was carried out in a vacuum chamber within the pressure range of 10(-3)-10(-6) Torr and at 900-1100 degrees C. To analyze the shapes and mechanical properties of the ridges, Raman spectroscopy and AFM measurement were performed. It was found that the ridges can be extended by defect as a nucleation center, and the graphene layer can be folded along the preexisting ridge during heating and cooling.