LineLegend[ { Directive[Black, Dashing[Tiny], Thickness[0.005]] , Directive[Black, Dashing[Small], Thickness[0.005]] , Directive[Black, Dashing[Large], Thickness[0.005]] , Directive[Black, Thickness[0.005]] , Directive[Black, Thickness[0.01]] } , {"0.001", "0.01", "1", "10", "100"} ] EDIT
The above solves the problem but a more elegant method is to apply Directive to the list of style options that may be provided or are available separately.
styleList = { {Black, Dashing[Tiny], Thickness[0.005]}, {Black, Dashing[Small], Thickness[0.005]}, {Black, Dashing[Large], Thickness[0.005]}, {Black, Thickness[0.005]}, {Black, Thickness[0.01]} }; labelList = {"0.001", "0.01", "1", "10", "100"}; LineLegend[Directive @@@ styleList, labelList] Result:
