We describe the preparation of vinyl-terminated benzoxazine-functionalized graphene using free radical grafting. The resulting functionalized graphene (f-graphene) was incorporated into bis(3-allyl-3,4-dihydro-2H-1,3-benzoxazinyl)methane (V-BF-a) monomer in order that nanocomposites could be prepared. Results of scanning electron microscopy and transmission electron microscopy revealed that the sheets of f-graphene were well dispersed throughout the matrix, and there was a strong interfacial interaction between the f-graphene and polyV-BF-a. The inclusion of f-graphene into the nanocomposites resulted in a material with a high thermal stability and a low coefficient of thermal expansion (CTE); increasing the content of f-graphene reduced the CTE significantly more. A reduction in the CTE of up to 48% was produced by adding just 1 wt% of f-graphene; this corresponded to an increase of 12 °C in the glass transition temperature. These results suggest that f-graphene nanocomposites can be ‘tuned’ to give materials with both a low CTE and a high thermal stability, and that graphene composites of this type can thus be manufactured to withstand a wider range of temperatures.