Utilizing large language models to generate codes has shown promising meaning in software development revolution. Despite the intelligence shown by the large language models, their specificity in code generation can still be improved due to the syntactic gap and mismatched vocabulary existing between natural language and programming languages. In this paper, we propose CodeGRAG, a Graphical Retrieval Augmented Code Generation framework that bridges the gap between NL and PL to enhance the performance of LLMs. CodeGRAG builds the graphical view of code blocks based on the control flow and data flow of them to better interpret the programming domain knowledge, which can facilitate natural language based LLMs for better understanding of code syntax and serve as a bridge among different programming languages. To take the extracted structural knowledge into the foundation models, we propose 1) a hard meta-graph prompt template to transform the challenging syntax graph into informative graphical view for tuning-free models and 2) a soft prompting technique that injects the domain knowledge of programming languages into model parameters via finetuning the models with the soft signals encoded by GNN expert model. Specifically, two constraints are designed to improve the alignment and structure expressiveness, contributing to the informativeness of the single-token-sized external <GraphEmb> for enhanced code generation. CodeGRAG significantly improves the code generation ability of LLMs and can even offer performance gain for cross-lingual code generation. Implementation is available at https://anonymous.4open.science/r/Code-5970/ .