The damping behavior of few-layered graphene membrane in the low-frequency regime of mechanical loading is investigated in the present study. Damping of graphene has significant applications in micro/nanoscale devices and macroscale dynamic systems for absorbing shock-generated energies. Damping behavior of graphene is experimentally evaluated, for the first time, by dynamic mechanical analysis at the nanoscale with cyclic mechanical loading in the range 0.1-50 μN applied at a frequency range of 10-250 Hz. This study reveals 260% higher damping on graphene membranes than a silicon surface. The damping shows excellent reproducibility and remains steady even after 100,000 cycles. The damping of multilayer graphene membrane, supported on a Si/SiO(2) substrate, shows a strong dependence on the frequency of cyclic loading. The mechanism governing impressive damping of a graphene membrane is elucidated by structural changes such as ripple formation, ripple wave propagation, and z-axis compression. Damping behavior of a graphene membrane in this low-frequency regime is also found to depend on the number of graphene layers and is explained as the interplay between in-plane sp(2) and out-of-plane van der Waals forces. These findings are important for establishing the potential of graphene for applications in macro- to nanoscale structures that require continuous absorption of shock waves without destruction/failure.