This paper investigates a link between Graph Neural Networks (GNNs) and Binary Programming (BP) problems, laying the groundwork for GNNs to approximate solutions for these computationally challenging problems. By analyzing the sensitivity of BP problems, we are able to frame the solution of BP problems as a heterophilic node classification task. We then propose Binary-Programming GNN (BPGNN), an architecture that integrates graph representation learning techniques with BP-aware features to approximate BP solutions efficiently. Additionally, we introduce a self-supervised data generation mechanism, to enable efficient and tractable training data acquisition even for large-scale BP problems. Experimental evaluations of BPGNN across diverse BP problem sizes showcase its superior performance compared to exhaustive search and heuristic approaches. Finally, we discuss open challenges in the under-explored field of BP problems with GNNs.