We report a graphene-based transparent conductive electrode for use in ultraviolet (UV) GaN light emitting diodes (LEDs). A few-layer graphene (FLG) layer was mechanically deposited. UV light at a peak wavelength of 368 nm was successfully emitted by the FLG layer as transparent contact to p-GaN. The emission of UV light through the thin graphene layer was brighter than through the thick graphene layer. The thickness of the graphene layer was characterized by micro-Raman spectroscopy. Our results indicate that this novel graphene-based transparent conductive electrode holds great promise for use in UV optoelectronics for which conventional ITO is less transparent than graphene.