How to add a label to Seaborn Heatmap color bar?

You could set it afterwards after collecting it from an ax, or simply pass a label in cbar_kws like so.

import seaborn as sns
import pandas as pd
data = pd.DataFrame({'x':(1,2,3,4),'y':(1,2,3,4),'z':(14,15,23,2)})

sns.heatmap(data.pivot_table(index='y', columns="x", values="z"), 
                             cbar_kws={'label': 'colorbar title'})

It is worth noting that cbar_kws can be handy for setting other attributes on the colorbar such as tick frequency or formatting.