The band structure of the photonic graphene composed of an array of dielectric cylinders in air with honeycomb lattice is computed in this work. The results reveal that there is a double Dirac point at the Brillouin zone center with a frequency of 0.870 61c/a in our proposed photonic graphene structure. By using average eigen-field calculation, we demonstrate that such a photonic graphene structure possesses both zero effective permittivity and effective permeability, which implied that this structure can serve as zero-index medium. Furthermore, applications including focusing, multidirectional emission and super-coupling are numerically demonstrated with the proposed structure at the double Dirac point frequency, which further conformed the zero-index properties of the photonic graphene structure.