Large Language Models (LLMs) have achieved remarkable success but remain data-inefficient, especially when learning from small, specialized corpora with limited and proprietary data. Existing synthetic data generation methods for continue pre-training focus on intra-document content and overlook cross-document knowledge associations, limiting content diversity and depth. We propose Synthetic-on-Graph (SoG), a synthetic data generation framework that incorporates cross-document knowledge associations for efficient corpus expansion. SoG constructs a context graph by extracting entities and concepts from the original corpus, representing cross-document associations, and employing a graph walk strategy for knowledge-associated sampling. This enhances synthetic data diversity and coherence, enabling models to learn complex knowledge structures and handle rare knowledge. To further improve synthetic data quality, we integrate Chain-of-Thought (CoT) and Contrastive Clarifying (CC) synthetic, enhancing reasoning processes and discriminative power. Experiments show that SoG outperforms the state-of-the-art (SOTA) method in a multi-hop document Q&A dataset while performing comparably to the SOTA method on the reading comprehension task datasets, which also underscores the better generalization capability of SoG. Our work advances synthetic data generation and provides practical solutions for efficient knowledge acquisition in LLMs, especially in domains with limited data availability.