Graphene is a two dimensional building block for carbon allotropes of many other dimensionality and shows remarkable electronic and optical properties that attract enormous interest. In order to make graphene useful for real technology, a control of its electronic and mechanical properties is a must. In this respect, a crucial step for the use of graphene layers in device fabrication is the deposition onto suitable substrates, understanding the interaction with them. Micromechanical cleavage of graphite has been used to produce high-quality graphene sheets. The aim of this work is to study the strain effects induced in graphene by the deposition process using Raman spectroscopy and scanning force microscopy. The study reveals that this deposition method randomly produces strained and unstrained graphene sheets, which can be distinguished through an appropriate analysis of the Raman spectra using polarized incident light. We have also observed that the induced strain can be partially restored under thermal treatments.