示例代码： 

import sys
import matplotlib.pyplot as plt
from PyQt5.QtWidgets import QApplication, QMainWindow, QVBoxLayout, QWidget
from matplotlib.backends.backend_qt5agg import FigureCanvasQTAgg as FigureCanvas

class MyMainWindow(QMainWindow):
    def __init__(self):
        super(MyMainWindow, self).__init__()

        self.initUI()

    def initUI(self):
        # 创建Matplotlib图形
        self.figure, self.ax = plt.subplots()
        self.canvas = FigureCanvas(self.figure)

        # 绑定鼠标点击事件
        self.canvas.mpl_connect('button_press_event', self.on_canvas_click)

        # 创建主窗口布局
        central_widget = QWidget()
        layout = QVBoxLayout(central_widget)
        layout.addWidget(self.canvas)

        self.setCentralWidget(central_widget)
        self.setGeometry(100, 100, 800, 600)
        self.setWindowTitle('Matplotlib Click Event')
        self.show()

    def on_canvas_click(self, event):
        # 处理鼠标点击事件
        if event.inaxes is not None:
            x, y = event.xdata, event.ydata
            print(f"Clicked at (x, y) = ({x}, {y})")

if __name__ == '__main__':
    app = QApplication(sys.argv)
    window = MyMainWindow()
    sys.exit(app.exec_())

运行结果：