Graphene/hexagonal boron nitride (h-BN) heterostructure has showed great potential to improve the performance of graphene device. We have established the cohesive law for interfaces between graphene and monolayer or multi-layer h-BN based on the van der Waals force. The cohesive energy and cohesive strength are given in terms of area density of atoms on corresponding layers, number of layers, and parameters in the van der Waals force. It is found that the cohesive law in the graphene/multi-layer h-BN is dominated by the three h-BN layers which are closest to the graphene. The approximate solution is also obtained to simplify the expression of cohesive law. These results are very useful to study the deformation of graphene/h-BN heterostructure, which may have significant impacts on the performance and reliability of the graphene devices especially in the areas of emerging applications such as stretchable electronics.