What African Countries are under monarchy?

Yes Lesotho is a constitutional monarchy with a king and a representative, democratic parliament.

The Lesotho Government is a constitutional monarchy. The Prime Minister, is leads government and has executive authority. The King serves a largely ceremonial function; he no longer possesses any executive authority and is proscribed from actively participating in political initiatives. According to the constitution, the leader of the majority party in the assembly automatically becomes prime minister; the monarch is hereditary, but, under the terms of the constitution which came into effect after the March 1993 election, the monarch is a "living symbol of national unity".