Direct evidences of hydrogen loosely trapped between graphene layers in nanostructured graphite prepared by mechanical milling in a hydrogen atmosphere are presented, based on a combinational study of FT-IR, electron diffraction (ED) and electron energy-loss spectroscopy (EELS). The FT-IR spectrum of nanostructured graphite exhibited a new broad absorption band at very low frequencies around 660 cm-1, which almost disappeared by annealing up to 800 K. ED and plasmon peaks in EELS detected the unusual shrinkage and subsequent expansion of the fragmented graphene interlayer distance by hydrogen incorporation and desorption with annealing, well correlated with the change in intensity of the 660 cm-1 IR band. All the present results support our previous studies [S. Muto et al., Jpn. J. Appl. Phys. 44, 2061 (2005); T. Kimura et al, J. Alloys and Compounds 413, 150 (2006).].