You can use the following key:
\pgfkeys{/pgf/number format/.cd,1000 sep={\,}}
Full MWE
\documentclass{article}
\usepackage{pgfplots}
\begin{document}
\pgfkeys{/pgf/number format/.cd,1000 sep={\,}}
\begin{tikzpicture}
\begin{axis}
\addplot {100*x^2};
\end{axis}
\end{tikzpicture}
\end{document}

If you're just changing one key, you can use
\pgfkeys{/pgf/number format/1000 sep={\,}}
as mentioned by Jake in the comments.
In case you're often switching languages with its various number formats you'll probably use the siunitx package to do so in text. To synchronize your siunitx settings with the ticklabels, you could use:
\documentclass{article}
\usepackage{pgfplots}
\usepackage{siunitx}
\sisetup{group-digits=true,
group-four-digits=true,
group-separator = {\,},
output-decimal-marker = {,}}
\pgfplotsset{
siunitxlabels/.style={
/pgfplots/typeset ticklabel/.code={\pgfmathparse{\tick}$\num[zero-decimal-to-integer]{\pgfmathresult}$},
},
}
\begin{document}
\begin{tikzpicture}
\begin{axis}[siunitxlabels
]
\addplot {100*x^2};
\end{axis}
\end{tikzpicture}
\end{document}
(inspired by answers to this question)
ticks={style={/pgf/number format/set thousands separator={\,}}},. – Zarko Jan 05 '16 at 12:15