We report the preparation of the interface between graphene and the strong Rashba-split BiAg$_2$ surface alloy and investigatigation of its structure as well as the electronic properties by means of scanning tunneling microscopy/spectroscopy and density functional theory calculations. Upon evaluation of the quasiparticle interference patterns the unpertrubated linear dispersion for the $pi$ band of $n$-doped graphene is observed. Our results also reveal the intact nature of the giant Rashba-split surface states of the BiAg$_2$ alloy, which demonstrate only a moderate downward energy shift upon the presence of graphene. This effect is explained in the framework of density functional theory by an inward relaxation of the Bi atoms at the interface and subsequent delocalisation of the wave function of the surface states. Our findings demonstrate a realistic pathway to prepare a graphene protected giant Rashba-split BiAg$_2$ for possible spintronic applications.
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