Можно сделать через QActionGroup,
C++ (Qt)
QActionGroup * actionGroup = new QActionGroup(this);
actionGroup->addAction(new QAction("1",actionGroup));
actionGroup->addAction(new QAction("2",actionGroup));
actionGroup->addAction(new QAction("3",actionGroup));
menu->addActions(actionGroup->actions());
connect(actionGroup,SIGNAL(triggered(QAction*)),SLOT(actionTriggered(QAction*)));