documentclass{article}
usepackage{sansmath}
usepackage{pgfplots}
pgfplotsset{
    compat=1.16,
    tick label style={font=sansmathsffamily},
}
usepackage{unicode-math}
setmathfont{TeX Gyre Termes Math}
begin{document}
begin{tikzpicture}
    begin{axis}
        addplot coordinates {(1,2) (2,3)};
        addlegendentry{$n=1$};
    end{axis}
end{tikzpicture}
end{document}