The inferior thermal oxidative stability of polypropylene (PP) is a limitation for its practical applications. In this study, PP composites filled with heteroatom doped graphene are prepared. Heteroatoms with different electronegativity values, including nitrogen, phosphorus and boron, are successfully doped into the structure of reduced graphene oxide (RGO) through high temperature annealing. Doped RGO is characterized by Fourier transform infrared spectroscopy, X-ray diffraction, Raman spectroscopy, X-ray photoelectron spectroscopy and transmission electron microscopy. PP/doped graphene composites are acquired by solution blending. The effects of heteroatom doped RGO on thermal oxidative stability and decomposition behavior of PP are investigated by thermogravimetric analysis and thermogravimetric-infrared spectrometry, respectively. The results indicate that doped RGO can significantly improve thermal oxidative stability of PP. Compared with neat PP, the temperature at maximum weight loss rate of PP/N-RGO-2.0, PP/B-RGO-2.0 and PP/P-RGO-2.0 are increased by 112 °C, 141 °C and 122 °C, respectively. Thermal oxidative decomposition mechanism of PP/doped RGO composites is discussed based on the analyses of pyrolysis gaseous products and chemical structures of doped RGO. This work provides a novel exploration for enhancing thermal stability of polymer. This work provides an investigation strategy for in-depth study of enhancement mechanisms of graphene on thermal stability of polymers.