import 'dayjs/locale/zh-cn';
import locale from 'antd/es/date-picker/locale/zh_CN';

<DatePicker
   onChange={changeMonth}
   picker="month"
   disabledDate={disabledDate}
   locale={locale}
/>

看着代码没问题执行如下图

查了下原因默认的中文local文件并没有月份的format格式，直接上代码解决：

let definedChineseLocal: PickerLocale = {
    lang: {
      locale: 'zh_CN',
      placeholder: '请选择日期',
      rangePlaceholder: ['Start date', 'End date'],
      today: 'Today',
      now: 'Now',
      backToToday: 'Back to today',
      ok: 'Ok',
      clear: 'Clear',
      month: 'Month',
      year: 'Year',
      timeSelect: 'Select time',
      dateSelect: 'Select date',
      monthSelect: 'Choose a month',
      yearSelect: 'Choose a year',
      decadeSelect: 'Choose a decade',
      yearFormat: 'YYYY年',
      dateFormat: 'M/D/YYYY',
      dayFormat: 'D',
      dateTimeFormat: 'M/D/YYYY HH:mm:ss',
      monthFormat: 'M月',
      monthBeforeYear: true,
      previousMonth: 'Previous month (PageUp)',
      nextMonth: 'Next month (PageDown)',
      previousYear: 'Last year (Control + left)',
      nextYear: 'Next year (Control + right)',
      previousDecade: 'Last decade',
      nextDecade: 'Next decade',
      previousCentury: 'Last century',
      nextCentury: 'Next century',
    },
    timePickerLocale: {
      placeholder: 'Select time',
    },
    dateFormat: 'YYYY-MM-DD',
    dateTimeFormat: 'YYYY-MM-DD HH:mm:ss',
    weekFormat: 'YYYY-wo',
    monthFormat: 'YYYY-MM',
  };

<DatePicker
                onChange={changeMonth}
                picker="month"
                disabledDate={disabledDate}
                locale={definedChineseLocal}
              />

修改后效果