A split Cooper pair is a natural source for entangled electrons which is a basic ingredient for quantum information in the solid state. We report an experiment on a superconductor-graphene double quantum dot (QD) system, in which we observe Cooper pair splitting (CPS) up to a CPS efficiency of ∼10%. With bias on both QDs, we are able to detect a positive conductance correlation across the two distinctly decoupled QDs. Furthermore, with bias only on one QD, CPS and elastic cotunneling can be distinguished by tuning the energy levels of the QDs to be asymmetric or symmetric with respect to the Fermi level in the superconductor.