Alumina particles wrapped in few-layer graphene sheets were prepared by calcining aluminum nitride powders under a mixed gas flow of carbon monoxide and argon. The graphene sheets were characterized by powder X-ray diffraction (XRD), Raman spectroscopy, electron energy loss spectroscopy, and high-resolution transmission electron microscopy. The few-layer graphene sheets, which wrapped around the alumina particles, did not exhibit any diffraction peaks in the XRD patterns but did show three characteristic bands (D, G, and 2D bands) in the Raman spectra. The dye-sensitized solar cell (DSSC) with the alumina particles wrapped in few-layer graphene sheets exhibited significantly improved overall energy-conversion efficiency, compared to conventional DSSC, due to longer electron lifetime.