Chart borders are formatted according to the given report theme. However, the border color and width can be changed from the Component ribbon.
To change the border color, open the Border drop-down from the Component ribbon and select the required color from the color menu.
Depending on the border width of the current chart, you may not see any change in border color. For instance, in this example the border color was changed to blue; but in the image below, no blue borders are visible. If this is the case, increase the border width.