Casimir forces, arising from quantum and thermal fluctuations, depend strongly on the electromagnetic susceptibilities of the interacting materials. Here, we theoretically investigate the Casimir force between two graphene sheets separated by a nanometer-thin layer of liquid water. We find that deviations from the bulk case can be as large as 24 %, mostly due to the static susceptibility components. This effect does not decrease monotonically as a function of the layer thickness: it increases up to a maximum at 70 nm and it slowly declines to the bulk limit only at 1 micron. This is due to two competing effects: on one hand, the anisotropy decreases with the layer thickness; on the other hand, the relative contribution of the most anisotropic, static susceptibility components increases.