We have investigated electronic transport of few-layer graphene (FLG) connected to superconducting electrodes. The device is prepared by mechanical exfoliation of graphite. A small mesa of FLG is connected to two tungsten electrodes, separated by 2.5 μm, grown by focused ion beam. Whereas the tungsten electrodes are superconducting below 4 K, the proximity effect in FLG develops below 1 K, and is characterized by a factor 2 differential resistance drop at low bias. We find multiple Andreev reflection peaks at voltages corresponding to submultiples of 2∆/e (with ∆ the superconducting gap of the electrodes), which persist up to fields of a few tesla.