Plasmon and coupled plasmon-phonon modes in graphene are investigated the-oretically within the diagrammatic self-consistent field theory. It shows that two plasmon modes and four coupled plasmon-phonon modes can be excited via intra-and inter-band transition channels. It is found that with increasing q and carrier density, the plasmon modes couple strongly with the optic-phonon modes in graphene. The coupled plasmon-phonon modes exhibit some interesting features which can be utilized to realize the plasmonic devices. Our results suggest that the carrier-phonon interaction should be considered to understand and explain the properties of elementary electronic excitations in graphene.