Boxplots are groups of lines in the axes, so their legend functionality is limited. Mathworks' teams are aware of this and considering improving this in a future release.
You can still achieve this legend by saving the handles from the boxplots and then manually creating the legend.
For example:
load carsmall
% Make the plot
f = figure;
h1 = boxplot(MPG,Origin,'colors','b','BoxStyle','filled');
set(gca,'XTickLabel',{' '})
hold on
h2 = boxplot(gca,Acceleration,Origin,'colors','r');
hold off
% reset the axes limits to show the full boxplots
ylim([min(min(MPG),min(Acceleration)) max(max(MPG),max(Acceleration))])
legend([h1(2),h2(3)],'one, blue filled','two, red, outlined')
You will need to find which index in h1 and h2 correspond to lines in the box of your plot.
