This review article describes recent advances in the elaboration of graphene-based colloidal nanocomposites by the use of graphene or graphene oxide in heterophase polymerization systems. Two main routes are reviewed: latex blending and in situ polymerization. In the first strategy, a segregated network is formed by confining the graphenic fillers in the interstices between the latex particles during the drying process. The morphology of the network depends on the relative dimensions of the fillers and the latex particles and on the interfacial interactions. The various approaches used to promote latex/graphene interactions via charge attractions or pi stacking are reviewed. The second method relies on the in situ formation of polymer latexes in the presence of graphenic fillers using emulsion, miniemulsion or suspension polymerization processes in the presence or absence of a stabilizer. The use of graphene oxide as a Pickering stabilizer and the effect of the dimensional characteristics of the graphene sheets on particle morphology are also discussed. Finally, a brief discussion of the mechanical and electrical properties of graphene-latex nanocomposites with regard to the characteristics of the filler and the latex-graphene relative dimensions is given to provide insight into the main requirements of graphenic fillers with respects to various applications.