Single filament MgB₂/Fe(Nb)/Cu wires with or without graphene doping, using Fe and Nb as the diffusion layer, were fabricated by the in-situ PIT method. The heat treatment of sample is at 670~800 ℃ for 2 hours under high purity Ar atmosphere. X-ray diffraction pattern shows the main phase for the wires with heat treatment at 670℃ was whole MgB₂ phase, except partial Fe₂B impurity phase in Fe sheathed MgB₂ wires. Microstructure analysis shows the hole between crystal grains in the wire without doping was bigger than that of Fe or Nb sheathed MgB₂wire doped with graphene. Stress-strain test result shows the tensile strain value for the wire before heat treatment was lower than that of wires after heat treatment obviously. Hardenability of Fe sheathed wires was more sharpness. The strength was the maximum for Fe sheathed wires with or without heat treatment. Four probe transfer measurement properties show that the critical current density J_c of Nb sheated wire heat trwatment at 670 ℃ was higher than that of Fe sheated wire at 4.2 k with the field of 2 T,4 T and 6 T. Nb and Fe sheated MgB₂ wires doped with graphene possess better transfer porformence at 2 T. The J_c value at 2 T was arrived at 4.5×10₅A/cm₂ for Nb sheated wires. When the field is higher than 4 T, the J_c value of Nb and Fe sheated MgB₂ wire doped with graphene was lower than that of undoped wire. The transfer property of Fe sheated wires reduce faster than that of other samples. This indicates that the dopants incompletly enter the crystal structure and led to the reduced flux pinning function at high field.