The response of graphene surface plasmon (SP) in the ultraviolet (UV) region and the realization of short-wavelength semiconductor lasers not only are two hot research areas of great academic and practical significance, but also are two important issues lacked of good understanding. In this work, a hybrid Fabry-Perot (F-P) microcavity, comprising of monolayer graphene covered ZnO microbelt, was constructed to investigate the fundamental physics of graphene SP and the functional extension of ZnO UV lasing. Through the coupling between graphene SP modes and conventional optical microcavity modes of ZnO, improved F-P lasing performance was realized, including the lowered lasing threshold, the improved lasing quality and the remarkably enhanced lasing intensity. The underlying mechanism of the improved lasing performance was proposed based on theoretical simulation and experimental characterization. The results are helpful to design new types of optic and photoelectronic devices based on SP coupling in graphene/semiconductor hybrid structures.