我做了一些研究，默认情况下，lines s被附加到图形之前的句柄：

data = np.random.rand(5,3)

ax=pd.DataFrame(data).plot.bar()
ax.axhline(y=0.4, lw=1, ls='--', c='k', label='line')

#added some new graph for testing
pd.DataFrame(data).plot.area(ax=ax)

#https://stackoverflow.com/a/53519547/2901002
handles, _ = ax.get_legend_handles_labels()
print (handles)
[<matplotlib.lines.Line2D object at 0x00000000116E5E50>, 
  <matplotlib.collections.PolyCollection object at 0x00000000117420D0>,
  <matplotlib.collections.PolyCollection object at 0x0000000011742430>, 
  <matplotlib.collections.PolyCollection object at 0x0000000011732CD0>, 
  <BarContainer object of 5 artists>,
  <BarContainer object of 5 artists>,
  <BarContainer object of 5 artists>]

可能的解决方案是append句柄到现有句柄的末尾：

data = np.random.rand(5,3)

# plt.figure(figsize=figsize, dpi=120)
ax=pd.DataFrame(data).plot.bar()

handles, _ = ax.get_legend_handles_labels()

#https://stackoverflow.com/questions/53516413/add-axhline-to-legend#comment115315673_53519547
handles.append(ax.axhline(y=0.4, lw=1, ls='--', c='k', label='line'))
print (handles)
[<BarContainer object of 5 artists>,
 <BarContainer object of 5 artists>, 
 <BarContainer object of 5 artists>, 
 <matplotlib.lines.Line2D object at 0x0000000011B39850>]
 
labels = ['case0', 'case1', 'case2'] + ['line label']
ax.legend(handles = handles, labels = labels)