In this work, we aim at equipping pre-trained language models with structured knowledge. We present two self-supervised tasks learning over raw text with the guidance from knowledge graphs. Building upon entity-level masked language models, our first contribution is an entity masking scheme that exploits relational knowledge underlying the text. This is fulfilled by using a linked knowledge graph to select informative entities and then masking their mentions. In addition, we use knowledge graphs to obtain distractors for the masked entities, and propose a novel distractor-suppressed ranking objective that is optimized jointly with masked language model. In contrast to existing paradigms, our approach uses knowledge graphs implicitly, only during pre-training, to inject language models with structured knowledge via learning from raw text. It is more efficient than retrieval-based methods that perform entity linking and integration during finetuning and inference, and generalizes more effectively than the methods that directly learn from concatenated graph triples. Experiments show that our proposed model achieves improved performance on five benchmarks, including question answering and knowledge base completion.