Graphene sheets prepared by electrochemical exfoliation have been used for the adsorption of methylene blue (MB), a cationic dye from aqueous solution. The maximum adsorbed amount of MB on exfoliated graphene (EG) reaches 511.7 mg g(-1) when the initial concentration of MB is 500 mg L-1, with EG whose dosage is 10 mg. Further study on the adsorption mechanism of EG includes isothermal adsorption equilibrium, thermodynamics, and kinetics. The study on isothermal adsorption equilibrium shows that the adsorption follows the Langmuir isotherm. Various thermodynamic parameters such as Gibbs free energy (Delta G(0)), enthalpy (Delta H-0), and entropy (Delta S-0) change were also evaluated. It indicates that the adsorption is a spontaneous, endothermic, and physical adsorption process. The kinetic data reveals that the adsorption process of MB fits well with the pseudo second-order model. The Weber's intra-particle diffusion model demonstrates that the adsorption rate is controlled by both external diffusion and intra-particle diffusion. EG as a cationic dye scavenger displays high speed and efficiency.