Select the font family for all legends in the chart. The default value for this property is Arial, but it can be any other Power BI supported font family:

Arial, Arial Black, Arial Narrow, Agency FB, Brush Script MT, Calibri, Calibri Light, Cambria, Cambria Math, Candara, Comic Sans MS, Consolas, Constantia, Corbel, Courier New, Garamond, Georgia, Helvetica, Impact, Lucida Sans, Papyrus, Segoe UI, Segoe UI Black, Segoe UI Light, Symbol, Times New Roman, Trebuchet MS, Verdana, Wingdings.