menuBar()->setStyleSheet(StyleHelper::getQMenuStyleSheet());

    //file
     QMenu *file = menuBar()->addMenu(tr("File"));
      file->setStyleSheet(StyleHelper::getMenuBarStyleSheet());

       //new
        QAction *newFile = new QAction (tr("New"),this);
          newFile->setShortcut(QKeySequence::New);
          connect(newFile,SIGNAL(triggered()),this,SLOT(newfile()));
          file->addAction(newFile);

       //open
        QAction *openFile = new QAction (tr("Open"),this);
          openFile->setShortcut(QKeySequence::Open);
          connect(openFile,SIGNAL(triggered()),this,SLOT(open()));
          file->addAction(openFile);

       //the last document
         QAction *lastFile = new QAction (tr("The last document"),this);

            file->addAction(lastFile);
             file->addSeparator();

       //save
         QAction *saveFile = new QAction (tr("Save"),this);
            saveFile->setShortcut(QKeySequence::Save);

            file->addAction(saveFile);

       //save as
         QAction *saveAsFile = new QAction (tr("Save as"),this);
            saveAsFile->setShortcut(QKeySequence::SaveAs);
            connect(saveAsFile,SIGNAL(triggered()),this,SLOT(saveAs()));
            file->addAction(saveAsFile);
             file->addSeparator();

       //place
         QAction *placeFile = new QAction (tr("Place"),this);

             file->addAction(placeFile);
              file->addSeparator();

       //print
         QAction *printFile = new QAction (tr("Print"),this);
             printFile->setShortcut(Qt::CTRL+Qt::Key_P);
             connect(printFile,SIGNAL(triggered()),this,SLOT(printf()));
              file->addAction(printFile);
               file->addSeparator();

       //exit
         QAction *exitFile = new QAction (tr("Exit"),this);
             exitFile->setShortcut(Qt::CTRL+Qt::Key_Q);
             connect(exitFile,SIGNAL(triggered()),this,SLOT(close()));
             file->addAction(exitFile);



    //edit

      QMenu *edit = menuBar()->addMenu(tr("&Edit"));
      edit->setStyleSheet(StyleHelper::getMenuBarStyleSheet());

       //cancel
         QAction *cancelFile = new QAction (tr("Cancel"),this);
             cancelFile->setShortcut(Qt::CTRL+Qt::Key_Z);
             edit->addAction(cancelFile);

      //undo
         QAction *undoFile = new QAction (tr("Undo"),this);
             undoFile->setShortcut(Qt::ALT+Qt::CTRL+Qt::Key_Z);
             edit->addAction(undoFile);
             edit->addSeparator();

      //cut
         QAction *cutFile = new QAction (tr("Cut"),this);
             cutFile->setShortcut(Qt::CTRL+Qt::Key_X);
             edit->addAction(cutFile);

      //copy
         QAction *copyFile = new QAction (tr("Copy"),this);
              copyFile->setShortcut(Qt::CTRL+Qt::Key_C);
              edit->addAction(copyFile);

      //insert
         QAction *insertFile = new QAction (tr("Insert"),this);
               insertFile->setShortcut(Qt::CTRL+Qt::Key_V);
               edit->addAction(insertFile);

      //clear
         QAction *clearFile = new QAction (tr("Clear"),this);

                edit->addAction(clearFile);
                edit->addSeparator();



    //window

       QMenu *window = menuBar()->addMenu(tr("&Window"));
       window->setStyleSheet(StyleHelper::getMenuBarStyleSheet());

       //full screen mode
         QAction *fsm = new QAction (tr("Full screen mode"),this);
             fsm->setShortcut(Qt::Key_F5);
             connect(fsm,SIGNAL(triggered()),this,SLOT(f_fsm()));
             window->addAction(fsm);


    //reference

       QMenu *reference = menuBar()->addMenu(tr("&Reference"));
       reference->setStyleSheet(StyleHelper::getMenuBarStyleSheet());

      //About the program "Project"
         QAction *atp = new QAction (tr("About the program Project"),this);
             connect(atp,SIGNAL(triggered()),this,SLOT(about()));
             reference->addAction(atp);

Style:

QString StyleHelper::getQMenuStyleSheet()
{
    return "QMenuBar {"
           "background-color: #000000;"
           "color: #FFFFFF;"
           "}"
           "QMenuBar::item:selected {"
           "background-color: #6B6B6B"
           "}";
}


QString StyleHelper::getMenuBarStyleSheet()
{
    return "QMenu { "
           "background-color: #373737; "
           "border: #000000;"
           "color:#FFFFFF;"
           "}"
           "QMenu::item:selected {"
           "background-color: #6E6E6E"
           "}";
}

What OS and Window manager are you using ?