It is known that the adhesive property and mechanical strength of an apolar polymer can be improved by grafting with polar side chains, whereas the underlying mechanism is still elusive. In this work, the equilibrium structure and mechanical moduli of the melt of graft copolymers have been explored by dissipative particle dynamics. Due to the strong immiscibility of the non-polar backbone and polar side chains, nano-clusters of side chains formed and acted as physical crosslinkers. Moreover, non-affinity adsorption of polar side chains in the melt to the wall was observed, revealing an improvement in the adhesion property. Subjecting graft copolymers to cyclic deformation, the storage and loss moduli were acquired, and they grew with increasing grafting density. The melt strength in terms of the crossover frequency ascended with more side chains on the backbone. Our findings reveal that the strengthening of the mechanical properties of graft copolymers can be attributed to the formation of weakly cross-linked structures, thus offering an insight into the molecular design to aid the development of stronger graft copolymers.