The former Watford forward believes it's an honour to play in the Premier League and praised Kenny Dalglish for the job he has done at Anfield since taking over from Roy Hodgson
After a slow start to life at the Liberty Stadium, the 26-year-old has scored four goals in as many games for the Swans, the latest coming against Bolton, but is looking for a first away victory in the Permier League this season.
The Welsh side lost to Manchester City, Arsenal and Chelsea but are sitting in the top half of the table in tenth place after stringing together some impressive form at home.
Liverpool await them next and Graham can't wait to play at Anfield, confident his side can do themselves proud.
He told Sky Sports: "To be going there in the Premier League will be brilliant. We're going to go there, play our football and see where it takes us.
"It's an unbelievable stadium, there's the history that comes with the team and Kenny Dalglish has done an amazing job for them.
"To play there is going to be great - we have to embrace that and our football will suit the occasion.
"It's a big moment to be playing anywhere in the Premier League - it's the best league in the world and that's where everyone wants to be."