We explore the ultrafast optical response of graphene subjected to intense (∼10⁶ V/cm) local (∼10 nm) electric fields. Nanoscale gating of graphene is achieved using a voltage-biased, SrTiO₃-based conductive nanowire junction “written” directly under the graphene and isolated from it by an insulating ultrathin (<2 nm) LaAlO₃ barrier. Upon illumination with ultrafast visible-to-near-infrared (VIS-NIR) light pulses, the local field from the nanojunction creates a strong gate-tunable second-order nonlinearity in the graphene and produces a substantial difference-frequency (DFG) and sum-frequency generation (SFG) response detected by the nanojunction. Spectrally sharp, gate-tunable extinction features (>99.9%) are observed in the VIS-NIR and SFG spectral ranges, in parameter regimes that are positively correlated with the enhanced nonlinear response. The observed graphene–light interaction and nonlinear response are of fundamental interest and open the way for future exploitation in graphene-based optical devices such as phase shifters, modulators, and nanoscale THz sources.