Coulomb interaction between two closely spaced parallel layers of conductors can generate the frictional drag effect by interlayer Coulomb scattering. Employing graphene double layers separated by few‐layer hexagonal boron nitride, we investigate density tunable magneto- and Hall drag under strong magnetic fields. The observed large magnetodrag and Hall-drag signals can be related with Laudau level filling status of the drive and drag layers. We find that the sign and magnitude of the drag resistivity tensor can be quantitatively correlated to the variation of magnetoresistivity tensors in the drive and drag layers, confirming a theoretical formula for magnetodrag in the quantum Hall regime. The observed weak temperature dependence and ∼B2 dependence of the magnetodrag are qualitatively explained by Coulomb scattering phase-space argument.