Microscopic understanding of physical and electrochemical processes at electrolyte/electrode interfaces is critical for applications ranging from batteries, fuel cells to electrocatalysis. However, probing such buried interfacial processes is experimentally challenging. Infrared spectroscopy is sensitive to molecule vibrational signatures, yet to approach the interface three stringent requirements have to be met: interface specificity, sub-monolayer molecular detection sensitivity, and electrochemically stable and infrared transparent electrodes. Here we show that transparent graphene gratings electrode provide an attractive platform for vibrational spectroscopy at the electrolyte/electrode interfaces: infrared diffraction from graphene gratings offers enhanced detection sensitivity and interface specificity. We demonstrate the vibrational spectroscopy of methylene group of adsorbed sub-monolayer cetrimonium bromide molecules and reveal a reversible field-induced electrochemical deposition of cetrimonium bromide on the electrode controlled by the bias voltage. Such vibrational spectroscopy with graphene gratings is promising for real time and in situ monitoring of different chemical species at the electrolyte/electrode interfaces.