We propose and experimentally demonstrate an ultra-compact silicon photonic crystal nanobeam (PCN) cavity with an energy-efficient graphene micro-heater. Owing to the PCN cavity with an ultra-small optical mode volume of 0.145 µm3, the light-matter interaction is greatly enhanced and the thermo-optic (TO) tuning efficiency is increased. The TO tuning efficiency is measured to be as high as 1.5 nm/mW, which can be further increased to 3.75 nm/mW based on numerical simulations with an optimized structure. The time constants with a rise time constant of τrise = 1.11 μs and a fall time constant of τfall = 1.47 μs are obtained in the experiment.