Charge carriers in graphene, i.e., massless Dirac fermions, form a unique sequence of Landau levels at high magnetic fields, and the cyclotron resonance in graphene is distinctly different from that in two-dimensional electron gas (2DEG) systems based on conventional semiconductors. The energy interval of Landau levels in graphene is much larger than that in 2DEG systems and dependent on the Landau-level index. The selection rule for optical transitions is also different in graphene. Thus, the cyclotron resonance absorption in graphene has attracted considerable interest for developing ultrasensitive detectors of electromagnetic waves ranging from mid-infrared light to THz waves. Here, we review our earlier experiments on the detection of cyclotron resonance absorption in graphene/hexagonal boron nitride van der Waals heterostructures. In particular, we discuss the development of the experimental detection scheme of cyclotron resonance in graphene utilizing the (i) bolometric, (ii) photovoltaic, and (iii) photo-thermoelectric effects.