Some third-party programs do offer the ability to change Discord's fonts. One of these is BetterDiscord. This is a tool that, among other things, lets you customize the CSS of Discord.

Be wary about using BetterDiscord. By its own admission, the program breaks Discord's terms of service. While the site's FAQ claims there is no evidence that Discord cares about you modifying the client with this tool, you use it at your own risk.