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Graphene and diamond are two of the most popular carbon allotropes, each exhibiting a distinct array of remarkable properties. The synergistic integration of graphene, which is electrically conductive and mechanically flexible, with diamond, which is electrically insulative, mechanically hard, and highly thermally conductive, can spark fascinating performance in manifold engineering applications through the formation of graphene-diamond hybrids (GDHs). This paper provides a comprehensive review of the state-of-the-art developments in GDHs, covering aspects from fabrication and fundamental properties to engineering applications. Two classes of GDHs, respectively integrated through van der Waals interaction (V-GDHs) and covalent interfacial C–C bonding (C-GDHs) are introduced, with structural configurations including graphene-on-diamond, diamond-on-graphene, and graphene-diamond composite forms. In this review, current GDH fabrication methods are discussed over their feasibility, GDH quality, controllability as well as energy consumption. The fundamental properties of GDHs encompassing interfacial adhesion, electrical, electron emission, wetting, electrochemical, thermal, optical, mechanical, and tribological fields are introduced. Afterwards, key applications of GDHs in electrical, thermal, electrochemical, mechanical, and biological fields are highlighted. Finally, future research directions such as GDH synthesis mechanism, doped GDHs, high-power electronics, high-performance tools, and other components/devices with extreme functionalities are summarized to promote further research for both scientific and engineering communities.