Following the example given in the legend guide, you can use a Line2D object instead of a marker object.
The only difference to the example given in the guide is you want to set linestyle="None"
import matplotlib.lines as mlines
import matplotlib.pyplot as plt
blue_star = mlines.Line2D([], [], color="blue", marker="*", linestyle="None",
markersize=10, label="Blue stars")
red_square = mlines.Line2D([], [], color="red", marker="s", linestyle="None",
markersize=10, label="Red squares")
purple_triangle = mlines.Line2D([], [], color="purple", marker="^", linestyle="None",
markersize=10, label="Purple triangles")
plt.legend(handles=[blue_star, red_square, purple_triangle])
plt.show()
