We examine multimode diode laser pump depletion in a graded index multimode (MM) fibre Raman laser generating a high-quality Stokes beam. Spatial 'hole burning' in the transmitted pump beam is demonstrated. A balance model is constructed for interaction of the pump and Stokes waves in the MM Raman laser. Analytical formulas are derived and used in calculations demonstrating qualitative agreement with experimental data. The origin of the observed quantitative discrepancies is discussed.