We propose a novel method for constructing wavelet transforms of functions defined on the vertices of an arbitrary finite graph. We define a notion of scaling using the graph analogue of the Fourier domain, namely the space of eigenfunctions forming the spectral decomposition of the discrete graph Laplacian . Given an arbitrary measurable function g, the spectral decomposition allows one to define the operator . Scaling by may then be defined by . Our graph wavelets at scale and are produced by localizing this operator to the vertex by , where is the indicator function for the vertex . We explore the localization properties of the wavelets in the limit of fine scales, and show that the scale can be discretized to yield a frame. We give an example of this construction applied to a cortical connection graph, yielding "cortical graph wavelets".