Add a font

With the addition of Themes, this is now possible. As I was also looking for the solution and stumbled on this same query which looks unanswered, I thought of posting the solution from my end which is working fine for me.

1. Go to https://powerbi.microsoft.com/en-us/blog/power-bi-community-report-theme-gallery/ and download the JSON file for any theme you like.

2. Open the JSON file using Notepad++ or similar editor and add below lines. Change the font family to one you would like to have.

"visualStyles":{
	"*":{
		"*":{
			"*":[{"fontFamily": "HELVETICA NEUE"
			}]
			}
		}
	},

3. Import and select the theme in PowerBI to set the font family for entire report. This should set you up.

Cheers,

AK