There's nothing that ships with MATLAB that does exactly what you want. The 'doublearrow' annotation is probably the thing that comes the closest. It can be used to indicate a distance in a plot, but it's clearly not a brace.
If you're really committed to having a brace, I would just draw some kind of brace-like shape using the line command. The task then becomes generating x-data and y-data that define your brace. This can be as simple or as complicated as you like. Here's one idea:
% Here's the plot I'm annotating
plot(1:10)
% These define the placement and size of the brace
x = 6;
y1 = 0;
y2 = 6;
width = 0.2;
% Make some x-data and y-data
line_x = x + [0, 0.5, 0.5, 1, 0.5, 0.5, 0]*width;
line_y = y1 + [0, 0.02, 0.48, 0.5, 0.52, 0.98, 1]*(y2-y1);
% Draw the brace and some text, too, for fun.
line(line_x, line_y, 'Color', 'k')
text(x+1.5*width, y1 + 0.5*(y2-y1), 'Whoaaa! Look at this gap!');
You can see that's a relatively primitive brace. If I wanted to make it fancier, I might start looking at using Bézier curves.
