Graphene with atomic sharp edges have been widely studied to demonstrate that it is an ideal material for field electron emission (FEE). However, FEE performance of graphene film with wrinkled or crumpled tip-structures is still unknown. Here, we introduce a facile method to fabricate wrinkled graphene (WG) at the liquid-air interface. The graphene synthesized by chemical vapor deposition self-shrinks into WG on the surface of ethanol/deionized water solution. The morphology, height and distribution of wrinkles in WG can be conveniently controlled by modulating the vertical temperature gradient of the solution. According to the theoretical analysis, the self-assembly of WG is due to the energy transfer from the decreasing Gibbs free energy and the work done by Rayleigh-Benard convection to the bending strain energy of WG. The substrate-independent formation of WG enables its direct transfer onto arbitrary hydrophilic surfaces to greatly enhance the hydrophobicity. Furthermore, the as-prepared WG shows more excellent FEE performance in comparison of the pristine graphene. The WG with higher wrinkles show a lower turn-on field, higher field enhancement factor and stable emission current. We believe that the method is potential to be universally applied in the manufacture of microstructures on other 2D materials for facilitating their practical applications.