Can I say "He is at graduate school."? [duplicate]

You can, but you wouldn't, because "at" with an educational institution is British English (US English prefers "in"), but "graduate school" is an American institution not a British one.

(Disclaimer: I don't know about either usage or educational institutions in Canada, so it is possible that this would occur in Canadian speech).

At is used to show the place where somebody is: He is at school means this is his current location.

If you want to say that somebody attends graduate school, then the preposition to use is in: He's still in school means his school studies aren't over yet. When you change the preposition as in He's still at school, you mean that right now he's there and not anywhere else.

It all depends on the meaning you want to convey.