The demand for high‐power electrical transmission continues to increase with technical advances in electric vehicles, unmanned drones, portable devices, and deployable military applications. In this study, significantly enhanced electrical properties (i.e., a 450% increase in the current density breakdown limit) are demonstrated by synthesizing axially continuous graphene layers on microscale‐diameter wires. To elucidate the underlying mechanisms of the observed enhancements, the electrical properties of pure copper wires and axially continuous graphene–copper (ACGC) wires with three different diameters are characterized while controlling the experimental conditions, including ambient temperature, gases, and pressure. The study reveals that the main mechanism that allows the application of extremely large current densities (>400 000 A cm−2) through the ACGC wires is threefold: the continuous graphene layers considerably improve: 1) surface heat dissipation (224% higher), 2) electrical conductivity (41% higher), and 3) thermal stability (41.2% lower resistivity after thermal cycles up to 450 °C), compared with pure copper wires. In addition, it is observed, through the use of high‐speed camera images, that the ACGC wires exhibit very different failure behavior near the current density limit, compared with the pure copper wires.