What version of Excel?
2013, 2016: click the little "+" icon floating to the right of the chart, select Gridlines, then select the option.
2007, 2010: On the Chart Tools middle tab, find the Gridlines dropdown button, and select the option.
Older: I'm not sure I recall, it's either under Format Axis (select the axis and press Ctrl+1) or Chart Options (Tools menu).