We investigate the optoelectronic properties of novel graphene/FeCl3-intercalated few-layer graphene (FeCl3-FLG, dubbed graphexeter) heterostructures using photovoltage spectroscopy. We observe a prominent photovoltage signal generated at the graphene/FeCl3-FLG and graphene/Au interfaces, whereas the photovoltage at the FeCl3-FLG/Au interface is negligible. The sign of the photovoltage changes upon sweeping the chemical potential of the pristine graphene through the charge neutrality point, and we show that this is due to the photothermoelectric effect. Our results are a first step toward all-graphene-based photodetectors and photovoltaics.