A split-ring resonator is a prototype of meta-atom in metamaterials. Though noble metal-based split-ring resonators have been extensively studied, up to date, there is no experimental demonstration of split-ring resonators made from graphene, an emerging intriguing plasmonic material. Here, we experimentally demonstrate graphene split-ring resonators with deep subwavelength (about one hundredth of the excitation wavelength) magnetic dipole response in the terahertz regime. Meanwhile, the quadrupole and electric dipole are observed,depending on the incident light polarization. All modes can be tuned via chemical doping or stacking multiple graphene layers. The strong interaction with surface polar phonons of the SiO2 substrate also significantly modifies the response. Finite-element frequency domain simulations nicely reproduce experimental results. Our study moves one stride forward toward the multi-functional graphene metamaterials, beyond simple graphene ribbon or disk arrays with electrical dipole resonances only.