We have investigated the caustic effects on the high-order harmonic generation (HOHG) in graphene. By numerically simulating the HOHG by the two-band density-matrix equations and time-dependent density functional theory, we find obvious caustic structures on the HOHG. Further calculations indicate that the caustic effects exist over a wide range of laser vector potential from 0.4 to 0.84 a.u.. To reveal the underlying mechanism of the caustic effects, we calculate the classical trajectories of electrons. For a one-dimensional section of the graphene reciprocal space, when the different branches of electron-hole trajectories generating high-order harmonics coalesce into a single branch, caustic effects appear. In contrast to atom and one-dimensional solid, in which the caustic effects usually appear at a or a few specific harmonic energies, for the two-dimensional graphene system, the caustic effects emerge in broad, continuous energy regions, which dominates interband harmonic generation.