Graham has been involved with triathlon events for many years. Notably in 2012, the five-time skier took on the second edition of the Henley-on-Thames Challenge, where he hosted both the press-conference and the pre-race party. Later in the year, Graham himself took part in the Iron man distance triathlon, reflecting his athletic ability.

He also works with the Virgin Active London Triathlon for Eurosport and the BBC, at the ITU World Triathlon in Kitzhubel. The role has allowed Graham to gain an exclusive insight into the exciting sport, as well as the opportunity to enjoy one of his sporting passions. Graham has also commented on the PruHealth World Triathlon Grand Final in London, where he oversaw all of the competitive action as it unfolded.