1.中文设置方法，代码前加入语句
from pylab import mpl
mpl.rcParams['font.sans-serif'] = ['SimHei']
2.例子
# -*- coding: utf-8 -*-
import matplotlib.pyplot as Plot
from pylab import mpl
mpl.rcParams['font.sans-serif'] = ['SimHei']
Plot.figure(u'一')
Plot.title(u'二')
Plot.scatter(0.5, 0.5)
Plot.text(0.5, 0.5, u'三')
Plot.legend((u'四'))
Plot.xlabel(u'五')
Plot.ylabel(u'六')
Plot.show()