© 2016 American Chemical Society. We studied by broad-band pump-probe spectroscopy the ultrafast optical response of thin copper films covered by a monolayer of graphene. It is demonstrated that graphene protection does not alter the thermo-modulational nonlinearity of copper in the whole visible range. Also, we provide a quantitative validation of a theoretical model for this optical nonlinearity, derived from a semiclassical description of electron thermalization dynamics and subsequent modulation of copper dielectric function from 450 to 700 nm wavelength. Our results extend to the nonlinear domain the capability of graphene-protected copper nanolayers to serve as a low cost optical grade material, with major potential impact on nonlinear plasmonics and metamaterials.