Knowledge distillation (KD) transfers knowledge from a teacher network to a student by enforcing the student to mimic the outputs of the pretrained teacher on training data. However, data samples are not always accessible in many cases due to large data sizes, privacy, or confidentiality. Many efforts have been made on addressing this problem for convolutional neural networks (CNNs) whose inputs lie in a grid domain within a continuous space such as images and videos, but largely overlook graph neural networks (GNNs) that handle non-grid data with different topology structures within a discrete space. The inherent differences between their inputs make these CNN-based approaches not applicable to GNNs. In this paper, we propose to our best knowledge the first dedicated approach to distilling knowledge from a GNN without graph data. The proposed graph-free KD (GFKD) learns graph topology structures for knowledge transfer by modeling them with multinomial distribution. We then introduce a gradient estimator to optimize this framework. Essentially, the gradients w.r.t. graph structures are obtained by only using GNN forward-propagation without back-propagation, which means that GFKD is compatible with modern GNN libraries such as DGL and Geometric. Moreover, we provide the strategies for handling different types of prior knowledge in the graph data or the GNNs. Extensive experiments demonstrate that GFKD achieves the state-of-the-art performance for distilling knowledge from GNNs without training data.