Gaussian graphical models (GGM) allow for learning conditional independence structures that are encoded by partial correlations. Whereas there are several \proglang{R} packages for classical (i.e., frequentist) methods, there are only two that implement a Bayesian approach. These are exclusively focused on identifying the graphical structure; that is, detecting non-zero effects. The \proglang{R} package \pkg{BGGM} not only fills this gap, but it also includes novel Bayesian methodology for extending inference beyond identifying non-zero relations. \pkg{BGGM} is built around two Bayesian approaches for inference--estimation and hypothesis testing. The former focuses on the posterior distribution and includes extensions to assess predictability, as well as methodology to compare partial correlations. The latter includes methods for Bayesian hypothesis testing, in both exploratory and confirmatory contexts, with the novel matrix-$F$ prior distribution. This allows for testing order and equality constrained hypotheses, as well as a combination of both with the Bayes factor. Further, there are two approaches for comparing any number of GGMs with either the posterior predictive distribution or Bayesian hypothesis testing. This work describes the software implementation of these methods. We end by discussing future directions for \pkg{BGGM}.