You can add an accelerator key in scene builder or add it directly in the fxml file like so
<?import javafx.scene.input.*?>
...
<MenuItem mnemonicParsing="true" onAction="#mnuSaveAction" text="%menu.title.save" fx:id="mnuSave">
<accelerator>
<KeyCodeCombination alt="UP" code="S" control="DOWN" meta="UP" shift="UP" shortcut="UP" />
</accelerator>
</MenuItem>
KeyCodeCombination
has two constructors, second example:
<MenuItem text="Renommer..." onAction="#rename" mnemonicParsing="true">
<accelerator>
<KeyCodeCombination code="F2"><modifiers></modifiers></KeyCodeCombination>
</accelerator>
</MenuItem>
If by "in javafx" you mean without using fxml you can use mnuSave.setAccelerator(KeyCombination);