This paper investigates the sentiment analysis task from a novel perspective by incorporating sentiment knowledge and eye movement into a graph architecture, aiming to draw the eye movement-based sentiment relationships for learning the sentiment expression of the context. To be specific, we first explore a linguistic probing eye movement paradigm to extract eye movement features based on the close relationship between linguistic features and the early and late processes of human reading behavior. Furthermore, to derive eye movement features with sentiment concepts, we devise a novel weighting strategy to integrate sentiment scores extracted from affective commonsense knowledge into eye movement features, called sentiment-eye movement weights. Then, the sentiment-eye movement weights are exploited to build the sentiment-eye movement guided graph (SEMGraph) model, so as to model the intricate sentiment relationships in the context. Experimental results on two sentiment analysis datasets with eye movement signals and three sentiment analysis datasets without eye movement signals show that the proposed SEMGraph achieves state-of-the-art performance, and can also be directly generalized to those sentiment analysis datasets without eye movement signals.